The following table shows ranked losses from the historical simulation with 250 scenarios based on market movements that would have been significantly bad for a given portfolio:

What is the one-day stressed expected shortfall (ES) at the 99% level?

Scenario 154 Loss ('000s) 37.784 34.543 249 216 28.224 227 47.974 131 22.256 109 21.389 247 19.269 136 19.050 177 18.127 195 14.450 Scenario 154 Loss ('000s) 37.784 34.543 249 216 28.224 227 47.974 131 22.256 109 21.389 247 19.269 136 19.050 177 18.127 195 14.450