Use this box to specify a risk factor's range of possible values when creating or modifying a sensitivity report for your portfolio on any given risk factor.
Step 1: In the Lower limit:/Upper limit menu click the appropriate modification to change the range of risk factor values. Click set to to assign a specific value; select factor to make a percentage change to the current value for a multiplier effect; or click offset to add or subtract a certain amount to the current factor value.
Step 2: Type the specific minimum or maximum risk factor value to apply to your portfolio.
To apply a minimum risk factor value, type in a lower limit number in the upper box in the New menu. The numerical entry value depends on the modifier type chosen. For example, if you want to apply a basis point spread decrease, click offset in the Lower limit:/Upper limit menu as the modifier, then type the number in the upper box in the New menu.
To apply a maximum risk factor value, type in a lower limit number in the lower box in the New menu. The numerical entry value depends on the modifier type chosen. For example, if you want to apply a basis point spread increase, click offset in the Lower limit:/Upper limit menu as the modifier, then type the number in the lower box in the New menu.