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