Step 1: In the Type list select either Pre-defined or Custom. If you click Custom you can then select from a list of custom-modified risk factors you have previously defined in the New Scenario dialog box.
Step 2: In the Currency list, click the appropriate currency denomination with which to report the portfolio values. This is a required command.
Step 3: In the Options checkbox select Detailed to generate a separate report by position for each portfolio selected. If you de-select the option you will generate a summary report that details total holdings, not by position.
Step 4: In the Sort by menu click the appropriate method of sorting the positions within the groups you have selected. This is a required command.