Parameters of the suitability report

Enter the desired start date here.

If you do not enter a date, the default setting is January 1 of the current calendar year (or January 1 of this evaluation year, depending on the evaluation date).

Evaluation date

The evaluation date of the table, which you can enter in the form "dd.mm.yy", for example.

The default setting is the current date or the evaluation date entered in the input field on the "Start" tab.

Currency

The evaluation currency of the table.

By default, the currency stored in the input object of the table is selected.

Negative target market

Activated by default.
In the default setting, suitability is therefore only checked for the negative target market. Notes on the effects:

• If no data is stored, the items have the value "No data available".
• If the negative target market contains a value that is also stored in the investment profile, the corresponding traffic light turns red.
• If the negative target market does not contain a value from the investment profile, the corresponding traffic light shows green.

To obtain a complete target market profiling with positive and negative target market, you must deactivate this parameter. An orange traffic light is then also available in the event that the positive target market is not met, but this cannot have a negative impact.

Cluster risk region

Enter the cluster risk of the portfolio in terms of regions here.

The default setting is 10% and can be adapted to individual requirements.

Cluster risk Issuer

Enter the cluster risk of the portfolio in terms of (bond) issuers here.

The default setting is 10% and can be adapted to individual requirements.

Currency cluster risk

Enter the currency concentration risk of the portfolio here.

The default setting is 10% and can be adapted to individual requirements. The exception is the respective deposit currency, which may accept higher shares.

Time series analysis period

Use this parameter to specify how many periods of the historical time series are to be used for parameter estimation. The information is given in periods (trading days).
The default setting is 20 trading days.

Enter the number of trading days for the period for which the VaR is determined (see the section Definition of value at risk).

The default setting is 20 trading days.

Enter the value for the confidence in the risk calculation here.

Confidence is the probability that the amount of losses in the forecast period will not exceed the VaR.

Explicitly assess risk

Activated by default.

In the default setting, the risk is calculated on a bandwidth. If the parameter is deactivated, the risk is assessed "hierarchically", i.e. there is only one upper limit.