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/contributors.count.sensi.html --- contributors.COUNT.Sensi test ../ test cube/sensi-trades-count.html --- Sensi Trades Count test ../ test cube/update.timestamp.sensi.html --- update.TIMESTAMP.Sensi test ../ test cube/measures/sensi/adjustments.html --- Adjustments test ../ test cube/all-day-count.html --- All day count test ../ test cube/measures/sensi/expected-shortfall.html --- Expected Shortfall test ../ test cube/measures/sensi/expected-shortfall/taylor.html ---- Taylor test ../ test cube/measures/sensi/expected-shortfall/taylor/correlation.html ----- Correlation test ../ test cube/measures/sensi/expected-shortfall/taylor/crossgamma.html ----- CrossGamma test ../ test cube/measures/sensi/expected-shortfall/taylor/delta.html ----- Delta test ../ test cube/measures/sensi/expected-shortfall/taylor/es.html ----- ES test ../ test cube/measures/sensi/expected-shortfall/taylor/es-97.5.html ----- ES 97.5 test ../ test cube/measures/sensi/expected-shortfall/taylor/es-99.html ----- ES 99 test ../ test cube/taylor-es-99.html ------ Taylor ES 99 test ../ test cube/taylor-es-99-dtd.html ------ Taylor ES 99 DtD test ../ test cube/taylor-es-99-dtd-difference.html ------ Taylor ES 99 DtD % Difference test ../ test cube/taylor-es-99-previous.html ------ Taylor ES 99 Previous test ../ test cube/measures/sensi/expected-shortfall/taylor/gamma.html ----- Gamma test ../ test cube/measures/sensi/expected-shortfall/taylor/vanna.html ----- Vanna test ../ test cube/measures/sensi/expected-shortfall/taylor/vega.html ----- Vega test ../ test cube/measures/sensi/expected-shortfall/taylor/volga.html ----- Volga test ../ test cube/measures/sensi/expected-tail-gain.html --- Expected Tail Gain test ../ test cube/measures/sensi/market-data.html --- Market Data test ../ test cube/measures/sensi/pnl-explain.html --- PnL Explain test ../ test cube/measures/sensi/sensitivities.html --- Sensitivities test ../ test cube/sensitivity-notional.html --- Sensitivity Notional test ../ test cube/sensitivity-notional-native.html --- Sensitivity Notional Native test ../ test cube/sensitivity-original-notional.html --- Sensitivity Original Notional test ../ test cube/sensitivity-original-notional-native.html --- Sensitivity Original Notional Native test ../ test cube/measures/sensi/shift.html --- Shift test ../ test cube/measures/sensi/tail.html --- Tail test ../ test cube/measures/sensi/utility.html --- Utility test ../ test cube/measures/sensi/value-at-earnings.html --- Value at Earnings test ../ test cube/measures/sensi/value-at-risk.html --- Value at Risk test ../ test cube/measures/unexplained-pnl.html -- Unexplained PnL test ../ test cube/measures/var.html -- VaR-ES Cube 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 Taylor ES 99 Previous Description The Expected Shortfall of the previous day with fixed confidence level of 99% The value of Taylor ES 99 from another AsOfDate. The selected date is specified by the alternate date hierarchy DayToDay. Taylor ES 99 DtD % Difference Gamma