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I am going through the new FRTB regulations and need to understand  the Internal Modeling Approach (IMA). Are there any good research papers/books/Videos that can explain the Expected Shortfall calculations, P&L attribution test and Backtesting with a case study approach (using some actual data)? Please suggest. 

I am going through the new FRTB regulations and need to understand  the Internal Modeling Approach (IMA). Are there any good research papers/books/Videos that can explain the Expected Shortfall calculations, P&L attribution test and Backtesting with a case study approach (using some actual data)? Please suggest. 

I don't know of anything specific as ES is basically a VAR calc where you average the tail rather than take the 99 percentile point. I thought the Basel paper covered that.

The Basel does cover the ES part and I understand the ES calculations. I am unable to understand the ES scaling formula . Hull , 4th Edition (Chapter 17) does provide an example but it is not an elaborated one and therefore I was looking for more resources which can explain this easily.

There were some concerns about the backtesting of ES approach,