Navigation : Cube Reference - Context Values - Dimensions - Measures -- Native measures -- PL Cube -- Sensitivities Cube -- Unexplained PnL -- Value at Risk -- VaR-ES Cube --- contributors.COUNT.VaR --- Trades Count --- update.TIMESTAMP.VaR --- Adjustments --- Expected Shortfall ---- ES ---- ES 97.5 ---- ES 99 ---- Weighted ES ---- Weighted ES 97.5 ---- Weighted ES 99 ----- Booking ----- ReferenceLevel ------ Weighted ES 99 LEstimated Reference Level ----- Top ----- Trades ----- Weighted ES 99 ----- Weighted ES 99 DtD ----- Weighted ES 99 DtD % Difference ----- Weighted ES 99 Previous ----- Weighted ES 99 Scenario Name(s) ----- Weighted ES 99 Values ----- Weighted ES 99 with % Difference --- Expected Tail Gain --- KPIs --- Notional --- Tail --- Technical --- Utility --- Value at Earning --- Value at Risk Datastores Calculations Guide Input file formats Weighted ES 99 LEstimated Reference Level Description Contribution of the upper Reference Level of Weighted ES 99 Related methodologies Lestimated ReferenceLevel Top
Market Risk Accelerator Reference Guide v2.0.0