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-shortfall/es.html
----
ES
test ../ test cube/measures/var/expected-shortfall/es/booking.html
-----
Booking
test ../ test cube/es.html
----- ES
test ../ test cube/es-dtd.html
----- ES DtD
test ../ test cube/es-dtd-difference.html
----- ES DtD % Difference
test ../ test cube/es-incremental-bookhierarchy.html
----- ES Incremental BookHierarchy
test ../ test cube/es-incremental-top.html
----- ES Incremental Top
test ../ test cube/es-incremental-trades.html
----- ES Incremental Trades
test ../ test cube/es-previous.html
----- ES Previous
test ../ test cube/es-scenario-names.html
----- ES Scenario Name(s)
test ../ test cube/es-values.html
----- ES Values
test ../ test cube/es-with-difference.html
----- ES with % Difference
test ../ test cube/lestimated-es.html
----- LEstimated ES
test ../ test cube/measures/var/expected-shortfall/es/referencelevel.html
-----
ReferenceLevel
test ../ test cube/measures/var/expected-shortfall/es/top.html
-----
Top
test ../ test cube/measures/var/expected-shortfall/es/trades.html
-----
Trades
test ../ test cube/measures/var/expected-shortfall/es-97.5.html
----
ES 97.5
test ../ test cube/measures/var/expected-shortfall/es-99.html
----
ES 99
test ../ test cube/measures/var/expected-shortfall/weighted-es.html
----
Weighted ES
test ../ test cube/measures/var/expected-shortfall/weighted-es-97.5.html
----
Weighted ES 97.5
test ../ test cube/measures/var/expected-shortfall/weighted-es-99.html
----
Weighted ES 99
test ../ test cube/measures/var/expected-tail-gain.html
---
Expected Tail Gain
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
ES Incremental BookHierarchy
Description
Incremental variation of the Expected shortfall that computes the contribution of the nodes along the BookHierarchy. Refer to the Incremental Measures chapter
Related methodologies
Relevant context values