Parameters of the "Monitoring loss thresholds portfolio" evaluation
Portfolio Service Scheduled Reporting" module
The "Monitoring loss thresholds portfolio" contains the following parameters:
| Parameters | Description |
|---|---|
Evaluation date | Evaluation date of the evaluation, 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 | Evaluation currency. The default setting is the default evaluation currency, which you set in the global settings. You can also specify a different currency for the overview by selecting the desired currency from the list. |
Calculation type | Performance calculation method. The default setting is "Time-weighted". If necessary, read the section Calculation of performance. |
Calculate cumulative loss limit | In addition to the usual interpretation of the loss thresholds (according to MiFID II), the loss threshold can also be calculated cumulatively in the Infront Portfolio Manager. If the loss threshold is then breached within the reporting interval, no new start date is set for the performance calculation (until the next regular date according to the reporting frequency). To do this, activate this parameter, which is deactivated by default. |
General information on the parameters can be found in the section Parameters of the securities account evaluations.