A Value at Risk, Conditional Value at Risk, expected shortfall

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I am working on Value at Risk and expected shortfall/conditional Value at Risk.The formula I have is this:
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What I do not understand is numerator of the second part. If for example I want to look at an expected shortfall when p=0.01 (ignoring the average and the standard deviation). what value will the numerator have?
 
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I don't see a formula
 
magoo said:
I don't see a formula
0
 

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