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 --- Expected Tail Gain ---- ETG ---- ETG 97.5 ---- ETG 99 ---- Weighted ETG ---- Weighted ETG 97.5 ----- Booking ----- ReferenceLevel ----- Top ----- Trades ------ Weighted ETG 97.5 LEstimated Trades ----- Weighted ETG 97.5 ----- Weighted ETG 97.5 DtD ----- Weighted ETG 97.5 DtD % Difference ----- Weighted ETG 97.5 Previous ----- Weighted ETG 97.5 Scenario Name(s) ----- Weighted ETG 97.5 Values ----- Weighted ETG 97.5 with % Difference ---- Weighted ETG 99 --- KPIs --- Notional --- Tail --- Technical --- Utility --- Value at Earning --- Value at Risk Datastores Calculations Guide Input file formats Weighted ETG 97.5 LEstimated Trades Description Contribution of the upper Trades of Weighted ETG 97.5 Related methodologies Lestimated Trades Weighted ETG 97.5
Market Risk Accelerator Reference Guide v2.0.0