Skip to main content

ES (Model Variation) avg

Average of the past ES (Model Variation) values

ES (Model Variation) Lookback

The measure showing contributors to the ES (Model Variation) avg calculation

IMADRC Lookback

The measure showing contributors to the IMADRCavg calculation

IMADRCavg

Average of the past IMA DRC VaR values

IMCC Lookback

The measure showing contributors to the IMCCavg calculation

IMCCavg

Average of the past IMCC values

SES Lookback

The measure showing SES values contributing into SESavg

SESavg

Average of the past SES values