Click the appropriate report type, then click Next to move to the Portfolio Report dialog box. Below is a brief overview of the available report types.
Portfolio Report provides market or theoretical values of all of the financial instruments in your portfolio, as well as commonly used measures of bond or derivative price sensitivity (referred to as the greeks).
Scenario Report helps determine the effect of hypothetical economic and financial market fluctuations (an Asian economic collapse, for example) on the value of your instruments and portfolios.
Value at Risk Report addresses individual instruments as well as entire treasury portfolios. The Value at Risk (VaR) analysis indicates the expected amount a portfolio or instrument value will decrease over a given time horizon. Reports generate total, marginal and incremental VaR and are computed using Monte Carlo, RiskMetrics or historical simulation methods.
Credit Report estimates the credit exposure and expected losses of financial instruments and accounts receivable over time.
Sensitivity Report illustrates how the value of your financial holdings may be affected by variations in any of RiskBureau's financial factors.