Report Risk contribution per investment instrument

Module "Portfolio Service Extended Portfolio Analysis"

This report shows the risk contributions per investment instrument within a portfolio. Bars pointing from 0 to the right indicate risk-increasing contributions, while bars pointing to the left indicate risk-reducing contributions.

The Value at risk is used as a measure of risk. The risk contribution is the contribution that a position makes to the overall risk ("incremental value at risk"). The 5 instruments with the highest risk contribution and the 5 instruments with the lowest risk contribution are considered. Non-valuable instruments (such as certificates or warrants) are excluded from the analysis.

You will find the "Report risk contribution per investment instrument" in the "Reporting", "Risk" worksheet in the workspace of holders or portfolios.