Monitoring risk limit
Module "Portfolio Service Extended Portfolio Analysis"
This evaluation monitors the risk limit of the portfolios stored in the properties of portfolio versions and portfolio profiles.
You will find the "Monitoring risk limit" (in the delivery state) in the workspace of portfolios, holders and groups on the "Monitoring", "Risk limit" worksheet.
The "Monitoring risk limit" contains the following columns:
| Column | Description |
|---|---|
Portfolio | Name of the portfolio from the portfolio properties. |
Portfolio number | Portfolio number of the portfolio from the portfolio properties. |
Assets in evaluation currency on the evaluation date | The amount of assets on the evaluation date. The value corresponds to the value in the "Assets" field in the footer of the balance sheet. |
Risk limit | The risk limit (percentage) of the portfolio from the (historicized) portfolio properties or from the assigned portfolio profile, if applicable. |
Current risk | The level of risk (historical VaR) on the evaluation date. The value is calculated in the same way as the "Total VaR%" column in the VaR overview with regard to the sum of the value of the assessable risk positions. |
Risk limit exceeded? | The column returns "yes" if the risk limit is exceeded, otherwise "no". |
Supervisor | The last name of the owner's supervisor. |
First name | The first name entered in the owner's address. |
Surname | The surname entered in the owner's address. |
Private phone | The private telephone number entered in the owner's address. |
In addition to the tabular "Monitoring risk limit", you will also find a report on monitoring the risk limit. Please read the section Report utilization risk limit.