> ## Documentation Index
> Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
> Use this file to discover all available pages before exploring further.

# ES

> Expected Shortfall (ES) measures for the IMA approach in FRTBCombinedCube, including ES Basic, ES Capital, IMCC, SES, Omega multiplier, liquidity-adjusted ES, and PL simulation vectors

<CardGroup cols={2}>
  <Card title="CA" href="../../../ca">The aggregate (non-DRC) capital requirement which disregards individual desks capital treatment, as if all positions were under IMA approach</Card>
  <Card title="ES (Basic)" href="../../../es-basic-ima">Calculates the expected shortfall from the P\&L vectors.</Card>
  <Card title="ES (Basic Non-Modellable Idiosyncratic)" href="../../../es-basic-non-modellable-idiosyncratic">Technical measure</Card>
  <Card title="ES (Basic Non-Modellable Non-Idiosyncratic)" href="../../../es-basic-non-modellable-non-idiosyncratic">Technical measure</Card>
  <Card title="ES (Basic).D2D" href="../../../es-basic-d2d">DtD change for the measure ES (Basic)</Card>
  <Card title="ES (Capital Constrained)" href="../../../es-capital-constrained-ima">The non-diversifiable risk class ES charges (also known as constrained expected shortfall charge)</Card>
  <Card title="ES (Capital)" href="../../../es-capital-ima">For each risk class and allin risk class, this is expected shortfall charge</Card>
  <Card title="ES (Capital Unconstrained)" href="../../../es-capital-unconstrained-ima">The unconstrained expected shortfall charge</Card>
  <Card title="ES (Current Ratio)" href="../../../es-current-ratio-ima">For each risk class and allin risk class, this is the ratio of the liquidity adjusted ES for full current set and ES for reduced current set. It is floored at 1.</Card>
  <Card title="ES (ISES)" href="../../../es-ises-ima">The measure shows the capital requirement for each non-modellable idiosyncratic risk factor (I-type risk factors and J-type risk factors)</Card>
  <Card title="ES (Liquidity Adj.)" href="../../../es-liquidity-adj-ima">Generic regulatory liquidity-adjusted ES measure</Card>
  <Card title="ES (Model Variation)" href="../../../es-model-variation-ima">For each risk class and allin risk class, this is the ratio of the liquidity adjusted ES for reduced current set and ES for full current set</Card>
  <Card title="ES Scenario Rank" href="../../../es-scenario-rank">Computes simulated PL rank for each ES Scenario</Card>
  <Card title="ES (SES)" href="../../../es-ses-ima">The measure shows the capital requirement for non-modellable, non-idiosyncratic risk factors (K-type risk factors)</Card>
  <Card title="IMCC" href="../../../imcc-ima">The internally modelled capital charge, also known as aggregate capital charge for modellable risk factors</Card>
  <Card title="IMCC.D2D" href="../../../imcc-d2d">Day-to-day change for a measure</Card>
  <Card title="Omega" href="../../../omega-ima">The IMCC multiplier reflecting weighted average of 1 and the ratio of undiversified IMCC(C) to diversified IMCC(C) (BCBS 395: 2.1 Q1). May be computed on a different date</Card>
  <Card title="PnL Expand" href="../../../pnl-expand">The simulated PL vectors - input data for ES calculation</Card>
  <Card title="SES" href="../../../ses-ima">The stressed expected shortfall, as if all positions were under IMA</Card>
  <Card title="Squared ES (Liquidity Adj.)" href="../../../squared-es-liquidity-adj-ima">The expression under the root of the liquidity-adjusted expected shortfall formula</Card>
  <Card title="Squared LHScaleFactor" href="../../../squared-lhscalefactor-ima">The current liquidity horizon minus the previous and divided by the base liquidity horizon</Card>
</CardGroup>