Navigation : test ../ test user-ref.html User & Reference Guide test ../ test getting-started.html Getting started test ../ test getting-started/about.html - Using this guide test ../ test getting-started/whats-new.html - What's New test ../ test getting-started/data-model.html - Market Risk Data Model test ../ test dashboards.html Dashboards test ../ test what-if.html What-If Analysis test ../ test sign-off.html Sign-Off Approvals test ../ test datastore.html Datastores test ../ test calculations.html Calculations Guide test ../ test configuration.html Configuration files test ../ test cube.html Cube Reference test ../ test cube/context-values.html - Context Values test ../ test cube/dimensions.html - Dimensions test ../ test cube/measures.html - Measures test ../ test cube/measures/native-measures.html -- Native measures test ../ test cube/measures/pnl.html -- PL Cube test ../ test cube/measures/sensi.html -- Sensitivities Cube test ../ test cube/measures/unexplained-pnl.html -- Unexplained PnL test ../ test cube/measures/value-at-risk.html -- Value at Risk test ../ test cube/measures/var.html -- VaR-ES Cube test ../ test cube/contributors.count.var.html --- contributors.COUNT.VaR test ../ test cube/trades-count.html --- Trades Count test ../ test cube/update.timestamp.var.html --- update.TIMESTAMP.VaR test ../ test cube/measures/var/adjustments.html --- Adjustments test ../ test cube/measures/var/expected-shortfall.html --- Expected Shortfall test ../ test cube/measures/var/expected-tail-gain.html --- Expected Tail Gain test ../ test cube/measures/var/expected-tail-gain/etg.html ---- ETG test ../ test cube/measures/var/expected-tail-gain/etg/booking.html ----- Booking test ../ test cube/etg.html ----- ETG test ../ test cube/etg-dtd.html ----- ETG DtD test ../ test cube/etg-dtd-difference.html ----- ETG DtD % Difference test ../ test cube/etg-incremental.html ----- ETG Incremental test ../ test cube/etg-incremental-bookhierarchy.html ----- ETG Incremental BookHierarchy test ../ test cube/etg-incremental-trades.html ----- ETG Incremental Trades test ../ test cube/etg-previous.html ----- ETG Previous test ../ test cube/etg-scenario-names.html ----- ETG Scenario Name(s) test ../ test cube/etg-values.html ----- ETG Values test ../ test cube/etg-with-difference.html ----- ETG with % Difference test ../ test cube/lestimated-etg.html ----- LEstimated ETG test ../ test cube/measures/var/expected-tail-gain/etg/referencelevel.html ----- ReferenceLevel test ../ test cube/measures/var/expected-tail-gain/etg/top.html ----- Top test ../ test cube/measures/var/expected-tail-gain/etg/trades.html ----- Trades test ../ test cube/measures/var/expected-tail-gain/etg-97.5.html ---- ETG 97.5 test ../ test cube/measures/var/expected-tail-gain/etg-99.html ---- ETG 99 test ../ test cube/measures/var/expected-tail-gain/weighted-etg.html ---- Weighted ETG test ../ test cube/measures/var/expected-tail-gain/weighted-etg-97.5.html ---- Weighted ETG 97.5 test ../ test cube/measures/var/expected-tail-gain/weighted-etg-99.html ---- Weighted ETG 99 test ../ test cube/measures/var/kpis.html --- KPIs test ../ test cube/measures/var/notional.html --- Notional test ../ test cube/measures/var/tail.html --- Tail test ../ test cube/measures/var/technical.html --- Technical test ../ test cube/measures/var/utility.html --- Utility test ../ test cube/measures/var/value-at-earning.html --- Value at Earning test ../ test cube/measures/var/value-at-risk.html --- Value at Risk test ../ test input-files.html Input file formats test ../ test dev.html Developer Guide test ../ test dev/dev-release.html - Release and migration notes test ../ test dev/dev-getting-started.html - Getting Started test ../ test dev/dev-ref-impl.html - Market Risk Accelerator Reference Implementation test ../ test dev/dev-core.html - MRA Core test ../ test dev/dev-extensions.html - Extending the Accelerator test ../ test dev/dev-tools.html - Configuring Accelerator tools and methodologies test ../ test dev/dev-sign-off.html - Sign-Off test ../ test pdf-guides.html PDF Guides ETG Incremental Trades Description Incremental variation of the Expected tail gain that computes the contribution of trades. Refer to the Incremental Measures chapter Related methodologies Incremental Relevant context values ETGConfidenceLevel ETG Incremental BookHierarchy ETG Previous
Market Risk Accelerator v2.1