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 Previous Description The Expected Shortfall of the previous day Relevant context values ESConfidenceLevel The value of ES from another AsOfDate. The selected date is specified by the alternate date hierarchy DayToDay. ES DtD % Difference ES Scenario Name(s)