Report loss threshold notification WP
Module "Portfolio Service Extended Portfolio Analysis"
You can use this report to monitor the loss threshold introduced by MiFID II for the derivative securities in a portfolio.
The report is delivered in the workspace of holders or portfolios on the "Reporting", "Other" worksheet.
The report shows you if the security loss threshold set in the portfolio properties has been exceeded since the last loss threshold notification for securities of the type "leverage product". The table below contains information on the individual securities affected:
Column | Description |
|---|---|
Securities | Der Name des jeweiligen Wertpapiers aus den Stammdaten. |
Latest | The most recent date on which a loss threshold notification was generated for the portfolio for the respective security. If no reporting has been created yet, you will find the "Performance calculation from" date here or, if this is not set, the "Created on" date from the portfolio properties. |
The performance of the respective security since the date in the "Last notification" column. | |
Kurswert | The market value of the position in evaluation currency. |
Der prozentuale Anteil der Position am Portfolio. |
The "Loss threshold notification WP" report is part of the report folder Monitoring loss thresholds WP. The actual monitoring takes place in this report folder:
The "Report Loss Threshold Notification WP" only monitors leverage products, i.e. derivative securities.