Navigation : test ../ test user-ref.html User & Reference Guide test ../ test getting-started.html Getting started test ../ test getting-started/overview.html - Atoti Market Risk overview test ../ test getting-started/data-model.html - Market Risk Data Model test ../ test getting-started/directquery.html - DirectQuery test ../ test getting-started/about.html - Using this guide test ../ test getting-started/whats-new.html - What's New test ../ test dashboards.html Dashboards test ../ test calculations.html Calculations Guide 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 -- Sensitivity Cube test ../ test cube/measures/unexplained-pnl.html -- Unexplained PnL 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-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/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/harrel-davis-var.html --- Harrel-Davis VaR test ../ test cube/measures/var/kpis.html --- KPIs test ../ test cube/measures/var/mtm.html --- MTM 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 datastore.html Datastores test ../ test input-files.html Input file formats test ../ test properties.html Properties test ../ test what-if.html What-If Analysis test ../ test database.html Database test ../ test sign-off.html Sign-Off Approvals test ../ test limits.html Limit monitoring test ../ test dev.html Developer Guide test ../ test dev/dev-release.html - Releases and upgrades test ../ test dev/dev-getting-started.html - Getting Started test ../ test dev/dev-ui-config.html - Configuring the UI test ../ test dev/dev-mr-application.html - The Market Risk Application test ../ test dev/dev-libraries.html - Market Risk Libraries test ../ test dev/dev-extensions.html - Extending Atoti Market Risk test ../ test dev/dev-tools.html - Configuring tools and methodologies test ../ test dev/dev-sign-off.html - Sign-Off test ../ test dev/dev-whatif.html - What-If test ../ test dev/dev-direct-query.html - DirectQuery test ../ test pdf-guides.html PDF Guides ES DtD Description Change of ES from one day to another. By default DtD. Relevant context values ESConfidenceLevel Difference between ES and ES Previous. $$\text{ES DtD}=\text{ES}-\text{ES Previous}$$ ES ES DtD % Difference