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