Key risk figures for securities
This analysis presents the key risk figures at securities level. You will find the evaluation in the workspaces of groups, owners, portfolios and securities accounts on the "Risk", "Risk figures" worksheet and in the securities workspace on the "Risk" worksheet.
The columns in the "Securities risk figures" report correspond to those in the Key risk figures portfolioreport.
Note on the "Data basis" column:
Column | Description |
|---|---|
Data basis | This column helps you to assess the reliability of the calculations by displaying the quality of the database as a percentage value. For values below 80%, the data basis is generally considered to be poor. Also ensure that the parameters are set appropriately. If necessary, show the "Number of returns" column, which is hidden by default, to see the number of data points directly. |
There is also a Risk-return diagram VaRfor the "Securities risk figures" evaluation, which you can open by clicking on the "Risk/return chart" tab at the bottom.