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SELECT NON EMPTY [Measures].[PnLVector.SUM] ON COLUMNS, NON EMPTY Crossjoin( [Dates].[Date].[AsOfDate].Members, [Portfolio].[PortfolioParent].[PortfolioParent].Members, [Product].[Family].[Family].Members, [Product].[Group].[Group].Members, [Product].[Type].[Type].Members, [Typology].[Typology].[Typology].Members, [Risk].[Instruments].[RiskFactor].Members, [currencyVar].[currencyVar].[currencyVar].Members, [Booking].[Trades].[Trade Number].Members, [Risk].[Risk Classes].[RiskClass].Members, [Booking].[Books].[Book].Members, [Countries].[Countries].[Country Code].Members, [Source].[Source].[Source System].Members, [Metric].[Metric].[Metric].Members, [Risk].[Scenario Sets].[Scenario Set].Members, [Risk].[CalculationIds].[CalculationId].Members, Hierarchize( DrilldownLevel( [Aire].[Product].[ALL].[AllMember] ) ), [Aire].[SecName].[SecName].Members, [Aire].[Leg].[Leg].Members, [Container].[Container].[Container].Members, [Aire].[Id_Product].[Id_Product].Members, [Aire].[Greek].[Greek].Members, [Aire].[Risk_Factor_Aire].[Risk_Factor_Aire].Members, [Aire].[Underlying_Currency].[Underlying_Currency].Members, [Aire].[Tenor].[Tenor].Members, [Aire].[Greek_Group].[Greek_Group].Members, [Aire].[Maturity].[Maturity].Members, [Aire].[Underlying_Maturity].[Underlying_Maturity].Members, [Aire].[Option_Maturity].[Option_Maturity].Members, [Aire].[Strike].[Strike].Members, [Aire].[Underlying].[Underlying].Members, [Aire].[Underlying2].[Underlying2].Members, [Aire].[Underlying_Index].[Underlying_Index].Members, [Aire].[Curve].[Curve].Members, [Aire].[Id_Curve].[Id_Curve].Members, [Aire].[Currency_Pair].[Currency_Pair].Members, [Aire].[Sector].[Sector].Members, [Aire].[Issuer_Country].[Issuer_Country].Members, [Aire].[Rating].[Rating].Members, [Aire].[Product_Class].[Product_Class].Members, [Aire].[VaRMethod].[VaRMethod].Members, [Aire].[Issuer_Code].[Issuer_Code].Members, [Aire].[VolType].[VolType].Members ) ON ROWS FROM ( SELECT {{ [Aire].[Risk_Factor_Aire].[ALL].[AllMember].[{risk_class1}], [Aire].[Risk_Factor_Aire].[ALL].[AllMember].[{risk_class2}] }} ON COLUMNS FROM ( SELECT [Aire].[VaRMethod].[ALL].[AllMember].[SHAT] ON COLUMNS FROM ( SELECT [Risk].[Risk Classes].[ALL].[AllMember].[IR+SP] ON COLUMNS FROM ( SELECT [Dates].[Date].[AsOfDate].[{data}] ON COLUMNS FROM ( SELECT {{ [Product].[Group].[ALL].[AllMember].[LINKER_BOND], [Product].[Group].[ALL].[AllMember].[BOND], [Product].[Group].[ALL].[AllMember].[RTRN], [Product].[Group].[ALL].[AllMember].[ETF] }} ON COLUMNS FROM ( SELECT {{ [Product].[Family].[ALL].[AllMember].[IRD], [Product].[Family].[ALL].[AllMember].[HYB] }} ON COLUMNS FROM ( SELECT [Risk].[Scenario Sets].[Scenario Set].[{scenario}] ON COLUMNS FROM [VaR-ES Cube] ) ) ) ) ) ) ) WHERE [Portfolio].[TradingDesk].[ALL].[AllMember].[{desk}] CELL PROPERTIES VALUE, FORMATTED_VALUE, BACK_COLOR, FORE_COLOR, FONT_FLAGS
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