The following table details all of the measures that can be supplied by the Interactive Risk Analysis resource.
Identifier | Name | Table Type | Data Type | Has Security Level | Has Total Level | Uses Target | Max Segment Levels | Exp Weighting Compatible | Mandatory Parameter | Is Dependent On Currency? | Is Dependent On Benchmark? | Measure Format |
---|---|---|---|---|---|---|---|---|---|---|---|---|
AussieBondFuturesNPV | Aussie Bond Futures NPV | PortfolioDrillDown | Real | Yes | No | No | 0 | No | Yes | No | Monetary | |
AveragePotentialUpside.Cash | Average Potential Gain | PortfolioDrillDown | Real | No | Yes | Yes | 0 | Yes | Yes | Monetary | ||
AveragePotentialUpside.Pc | Average Potential Gain (% of Element) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
AveragePotentialUpside.PcTotal | Average Potential Gain (% of Total) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
AverageVar.Cash | Average VaR | PortfolioDrillDown | Real | No | Yes | Yes | 0 | Yes | Yes | Monetary | ||
AverageVar.Pc | Average VaR (% of Element) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
AverageVar.PcTotal | Average VaR (% of Total) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
RiskDriverSensitivityTo1bpShock.Cash | Cash Sensitivity to 1bp movement in Risk Driver | RiskFactorDecomposition | Real | No | No | Yes | 1 | No | Yes | Monetary | ||
Classification1Id | Classification 1 Id | PortfolioDrillDown | Integer | Yes | No | No | 0 | No | No | No | None | |
Classification1Name | Classification 1 Name | PortfolioDrillDown | String | Yes | No | No | 0 | No | No | No | None | |
Classification1Sort | Classification 1 Sort | PortfolioDrillDown | Integer | Yes | No | No | 0 | No | No | No | None | |
Classification2Id | Classification 2 Id | PortfolioDrillDown | Integer | Yes | No | No | 0 | No | No | No | None | |
Classification2Name | Classification 2 Name | PortfolioDrillDown | String | Yes | No | No | 0 | No | No | No | None | |
Classification2Sort | Classification 2 Sort | PortfolioDrillDown | Integer | Yes | No | No | 0 | No | No | No | None | |
Classification3Id | Classification 3 Id | PortfolioDrillDown | Integer | Yes | No | No | 0 | No | No | No | None | |
Classification3Name | Classification 3 Name | PortfolioDrillDown | String | Yes | No | No | 0 | No | No | No | None | |
Classification3Sort | Classification 3 Sort | PortfolioDrillDown | Integer | Yes | No | No | 0 | No | No | No | None | |
ClassificationId | Classification Id | PortfolioDrillDown | Integer | No | No | No | 3 | No | No | No | None | |
ConfidenceInterval | Confidence Interval | PortfolioDrillDown | Real | No | Yes | No | 0 | No | No | No | None | |
ConfidenceIntervalPc | Confidence Interval (%) | PortfolioDrillDown | Real | No | Yes | No | 0 | No | Yes | No | Percentage | |
AveragePotentialUpside.Contribution.Cash | Contribution to Average Potential Gain | RiskFactorDecomposition | Real | No | Yes | Yes | 5 | Yes | Yes | Monetary | ||
AveragePotentialUpside.Contribution.PcOfTotalValue | Contribution to Average Potential Gain (% of Total Value) | RiskFactorDecomposition | Real | No | Yes | Yes | 5 | Yes | Yes | Percentage | ||
AveragePotentialUpside.Contribution.Pc | Contribution to Average Potential Gain (%) | RiskFactorDecomposition | Real | No | Yes | Yes | 5 | Yes | Yes | Percentage | ||
AverageVar.Contribution.Cash | Contribution to Average VaR | RiskFactorDecomposition | Real | No | Yes | Yes | 5 | Yes | Yes | Monetary | ||
AverageVar.Contribution.PcOfTotalValue | Contribution to Average VaR (% of Total Value) | RiskFactorDecomposition | Real | No | Yes | Yes | 5 | Yes | Yes | Percentage | ||
AverageVar.Contribution.Pc | Contribution to Average VaR (%) | RiskFactorDecomposition | Real | No | Yes | Yes | 5 | Yes | Yes | Percentage | ||
ExpectedShortfall.Contribution.Cash | Contribution to Expected Shortfall | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Monetary | ||
ExpectedShortfall.Contribution.Cash | Contribution to Expected Shortfall | RiskFactorDecomposition | Real | No | Yes | Yes | 5 | Yes | Yes | Monetary | ||
ExpectedShortfall.Contribution.PcOfValue | Contribution to Expected Shortfall (% of Element Value) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
ExpectedShortfall.Contribution.PcOfTotalValue | Contribution to Expected Shortfall (% of Total Value) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
ExpectedShortfall.Contribution.PcOfTotalValue | Contribution to Expected Shortfall (% of Total Value) | RiskFactorDecomposition | Real | No | Yes | Yes | 5 | Yes | Yes | Percentage | ||
ExpectedShortfall.Contribution.Pc | Contribution to Expected Shortfall (%) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
ExpectedShortfall.Contribution.Pc | Contribution to Expected Shortfall (%) | RiskFactorDecomposition | Real | No | Yes | Yes | 5 | Yes | Yes | Percentage | ||
ExpectedUpside.Contribution.Cash | Contribution to Expected Upside | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Monetary | ||
ExpectedUpside.Contribution.Cash | Contribution to Expected Upside | RiskFactorDecomposition | Real | No | Yes | Yes | 5 | Yes | Yes | Monetary | ||
ExpectedUpside.Contribution.PcOfValue | Contribution to Expected Upside (% of Element Value) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
ExpectedUpside.Contribution.PcOfTotalValue | Contribution to Expected Upside (% of Total Value) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
ExpectedUpside.Contribution.PcOfTotalValue | Contribution to Expected Upside (% of Total Value) | RiskFactorDecomposition | Real | No | Yes | Yes | 5 | Yes | Yes | Percentage | ||
ExpectedUpside.Contribution.Pc | Contribution to Expected Upside (%) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
ExpectedUpside.Contribution.Pc | Contribution to Expected Upside (%) | RiskFactorDecomposition | Real | No | Yes | Yes | 5 | Yes | Yes | Percentage | ||
Volatility.Contribution.Cash | Contribution to Expected Volatility | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Monetary | ||
Volatility.Contribution.PcOfValue | Contribution to Expected Volatility (% of Element Value) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
Volatility.Contribution.PcOfTotalValue | Contribution to Expected Volatility (% of Total Value) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
Volatility.Contribution.Pc | Contribution to Expected Volatility (%) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
PotentialUpside.Contribution.Cash | Contribution to Potential Gain | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Monetary | ||
PotentialUpside.Contribution.Cash | Contribution to Potential Gain | RiskFactorDecomposition | Real | No | Yes | Yes | 5 | Yes | Yes | Monetary | ||
PotentialUpside.Contribution.PcOfValue | Contribution to Potential Gain (% of Element Value) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
PotentialUpside.Contribution.PcOfTotalValue | Contribution to Potential Gain (% of Total Value) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
PotentialUpside.Contribution.PcOfTotalValue | Contribution to Potential Gain (% of Total Value) | RiskFactorDecomposition | Real | No | Yes | Yes | 5 | Yes | Yes | Percentage | ||
PotentialUpside.Contribution.Pc | Contribution to Potential Gain (%) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
PotentialUpside.Contribution.Pc | Contribution to Potential Gain (%) | RiskFactorDecomposition | Real | No | Yes | Yes | 5 | Yes | Yes | Percentage | ||
ValueAtRisk.Contribution.Cash | Contribution to VaR | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Monetary | ||
ValueAtRisk.Contribution.Cash | Contribution to VaR | RiskFactorDecomposition | Real | No | Yes | Yes | 5 | Yes | Yes | Monetary | ||
ValueAtRisk.Contribution.PcOfValue | Contribution to VaR (% of Element Value) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
ValueAtRisk.Contribution.PcOfTotalValue | Contribution to VaR (% of Total Value) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
ValueAtRisk.Contribution.PcOfTotalValue | Contribution to VaR (% of Total Value) | RiskFactorDecomposition | Real | No | Yes | Yes | 5 | Yes | Yes | Percentage | ||
ValueAtRisk.Contribution.Pc | Contribution to VaR (%) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
ValueAtRisk.Contribution.Pc | Contribution to VaR (%) | RiskFactorDecomposition | Real | No | Yes | Yes | 5 | Yes | Yes | Percentage | ||
Date | Date | ExpectedDistribution | Date | No | Yes | No | 0 | No | No | No | None | |
DiversificationGrade | Diversification Grade | PortfolioDrillDown | Real | No | Yes | Yes | 3 | Yes | Yes | Percentage | ||
ReferenceDate | Evaluation Date | PortfolioDrillDown | Date | No | Yes | No | 0 | No | No | No | None | |
FxRate | Exchange Rate | PortfolioDrillDown | Real | Yes | No | Yes | 0 | No | Yes | None | ||
Frequency | Expected Distribution Frequency | PortfolioDrillDown | Integer | No | Yes | No | 0 | No | No | No | None | |
ExpectedDistDate | Expected Distribution Single Day Date | PortfolioDrillDown | Date | Yes | Yes | Yes | 3 | No | dayOffset | No | None | |
ExpectedDistPandL.Cash | Expected Distribution Single Day P&L | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | dayOffset | Yes | Monetary | |
ExpectedDistPandL.PcTotal | Expected Distribution Single Day P&L (% of Total) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | dayOffset | Yes | Percentage | |
ExpectedDistPandL.Pc | Expected Distribution Single Day P&L (%) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | dayOffset | Yes | Percentage | |
ExpectedLoss.Cash | Expected Loss | PortfolioDrillDown | Real | No | Yes | Yes | 0 | Yes | Yes | Monetary | ||
ExpectedLoss.Pc | Expected Loss (% of Element) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
ExpectedLoss.PcTotal | Expected Loss (% of Total) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
ExpectedReturn.Cash | Expected Return | PortfolioDrillDown | Real | No | Yes | Yes | 0 | Yes | Yes | Monetary | ||
ExpectedReturn.Pc | Expected Return (% of Element) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
ExpectedReturn.PcTotal | Expected Return (% of Total) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
ExpectedShortfall.Cash | Expected Shortfall | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Monetary | ||
ExpectedShortfall.Pc | Expected Shortfall (% of Element) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
ExpectedShortfall.PcTotal | Expected Shortfall (% of Total) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
ExpectedShortfall.PcTotal.Local | Expected Shortfall (Local % of Total) | PortfolioDrillDown | Real | Yes | No | Yes | 0 | Yes | No | Percentage | ||
ExpectedShortfall.Cash.Local | Expected Shortfall (Local) | PortfolioDrillDown | Real | Yes | No | Yes | 0 | Yes | No | Monetary | ||
ExpectedShortfall.Pc.Local | Expected Shortfall (Local, %) | PortfolioDrillDown | Real | Yes | No | Yes | 0 | Yes | No | Percentage | ||
Volatility.EffectAlloc.Cash | Expected Tracking Error Allocation Effect | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Monetary | |
Volatility.EffectAlloc.PcTotal | Expected Tracking Error Allocation Effect (% of Total) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Percentage | |
Volatility.EffectLocalFxAlloc.PcTotal | Expected Tracking Error Allocation Effect (Local % of Total) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | No | Yes | Percentage | |
Volatility.EffectLocalFxAlloc.Cash | Expected Tracking Error Allocation Effect (Local) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | No | Yes | Monetary | |
Volatility.EffectCur.Cash | Expected Tracking Error Currency Effect | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Monetary | |
Volatility.EffectCur.PcTotal | Expected Tracking Error Currency Effect (% of Total) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Percentage | |
Volatility.EffectInterac.Cash | Expected Tracking Error Interaction Effect | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Monetary | |
Volatility.EffectInterac.PcTotal | Expected Tracking Error Interaction Effect (% of Total) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Percentage | |
Volatility.EffectLocalFxInterac.PcTotal | Expected Tracking Error Interaction Effect (Local % of Total) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | No | Yes | Percentage | |
Volatility.EffectLocalFxInterac.Cash | Expected Tracking Error Interaction Effect (Local) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | No | Yes | Monetary | |
Volatility.EffectSel.Cash | Expected Tracking Error Selection Effect | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Monetary | |
Volatility.EffectSel.PcTotal | Expected Tracking Error Selection Effect (% of Total) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Percentage | |
Volatility.EffectLocalFxSel.PcTotal | Expected Tracking Error Selection Effect (Local % of Total) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | No | Yes | Percentage | |
Volatility.EffectLocalFxSel.Cash | Expected Tracking Error Selection Effect (Local) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | No | Yes | Monetary | |
ExpectedUpside.Cash | Expected Upside | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Monetary | ||
ExpectedUpside.Pc | Expected Upside (% of Element) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
ExpectedUpside.PcTotal | Expected Upside (% of Total) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
ExpectedUpside.PcTotal.Local | Expected Upside (Local % of Total) | PortfolioDrillDown | Real | Yes | No | Yes | 0 | Yes | No | Percentage | ||
ExpectedUpside.Pc.Local | Expected Upside (Local %) | PortfolioDrillDown | Real | Yes | No | Yes | 0 | Yes | No | Percentage | ||
ExpectedUpside.Cash.Local | Expected Upside (Local) | PortfolioDrillDown | Real | Yes | No | Yes | 0 | Yes | No | Monetary | ||
Volatility.Cash | Expected Volatility | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Monetary | ||
Volatility.Pc | Expected Volatility (% of Element) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
Volatility.PcTotal | Expected Volatility (% of Total) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
Volatility.PcTotal.Local | Expected Volatility (Local % of Total) | PortfolioDrillDown | Real | Yes | No | Yes | 0 | Yes | No | Percentage | ||
Volatility.Pc.Local | Expected Volatility (Local %) | PortfolioDrillDown | Real | Yes | No | Yes | 0 | Yes | No | Percentage | ||
Volatility.Cash.Local | Expected Volatility (Local) | PortfolioDrillDown | Real | Yes | No | Yes | 0 | Yes | No | Monetary | ||
ExponentialDecay | Exponential Decay | PortfolioDrillDown | Real | No | Yes | No | 0 | Yes | No | No | None | |
FullNominalExposure | Full Nominal Exposure | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | Yes | Monetary | ||
FullNominalExposure.Local | Full Nominal Exposure (Local) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | No | Monetary | ||
History | History | PortfolioDrillDown | Integer | No | Yes | No | 0 | No | No | No | None | |
HoldingsDate | Holdings Date | PortfolioDrillDown | Date | No | Yes | No | 0 | No | No | No | None | |
Horizon | Horizon | PortfolioDrillDown | Integer | No | Yes | No | 0 | No | No | No | None | |
Id | Id | PortfolioDrillDown | String | Yes | Yes | No | 3 | No | No | No | None | |
Id | Id | RiskFactorDecomposition | String | No | Yes | No | 0 | No | No | No | None | |
InstrumentId | Instrument Id | PortfolioDrillDown | Integer | Yes | No | No | 0 | No | No | No | None | |
IsLiquid | Is Cash? | PortfolioDrillDown | Boolean | Yes | No | No | 0 | No | No | No | None | |
IsLeafLevel | Is Leaf Level? | PortfolioDrillDown | Boolean | Yes | Yes | No | 3 | No | No | No | None | |
IsLeafLevel | Is Leaf Level? | RiskFactorDecomposition | Boolean | Yes | Yes | No | 3 | No | No | No | None | |
IsRiskFactorLevel | Is Risk Factor Level? | RiskFactorDecomposition | Boolean | Yes | Yes | No | 3 | No | No | No | None | |
IsSecurityLevel | Is Security Level? | PortfolioDrillDown | Boolean | Yes | Yes | No | 3 | No | No | No | None | |
LiqRiskPcOwned.Cash | Liquidity Risk %-Owned | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | liquidityScenario | Yes | Monetary | |
LiqRiskPcOwned.PcTotal | Liquidity Risk %-Owned (% of Total) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | liquidityScenario | Yes | Percentage | |
LiqRiskPcOwned.Pc | Liquidity Risk %-Owned (%) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | liquidityScenario | Yes | Percentage | |
LiqRiskPcOwned.Ctr | Liquidity Risk %-Owned Contribution | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | liquidityScenario | Yes | Percentage | |
LiqRiskBidAsk.Cash | Liquidity Risk Bid-Ask | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | liquidityScenario | Yes | Monetary | |
LiqRiskBidAsk.PcTotal | Liquidity Risk Bid-Ask (% of Total) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | liquidityScenario | Yes | Percentage | |
LiqRiskBidAsk.Pc | Liquidity Risk Bid-Ask (%) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | liquidityScenario | Yes | Percentage | |
LiqRiskBidAsk.Ctr | Liquidity Risk Bid-Ask Contribution | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | liquidityScenario | Yes | Percentage | |
LiqRiskMarketCap.Cash | Liquidity Risk Market Cap | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | liquidityScenario | Yes | Monetary | |
LiqRiskMarketCap.PcTotal | Liquidity Risk Market Cap (% of Total) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | liquidityScenario | Yes | Percentage | |
LiqRiskMarketCap.Pc | Liquidity Risk Market Cap (%) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | liquidityScenario | Yes | Percentage | |
LiqRiskMarketCap.Ctr | Liquidity Risk Market Cap Contribution | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | liquidityScenario | Yes | Percentage | |
LiqRiskNominal.Cash | Liquidity Risk Nominal | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | liquidityScenario | Yes | Monetary | |
LiqRiskNominal.PcTotal | Liquidity Risk Nominal (% of Total) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | liquidityScenario | Yes | Percentage | |
LiqRiskNominal.Pc | Liquidity Risk Nominal (%) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | liquidityScenario | Yes | Percentage | |
LiqRiskNominal.Ctr | Liquidity Risk Nominal Contribution | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | liquidityScenario | Yes | Percentage | |
LiqRiskPricer.Cash | Liquidity Risk Pricer | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | liquidityScenario | Yes | Monetary | |
LiqRiskPricer.PcTotal | Liquidity Risk Pricer (% of Total) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | liquidityScenario | Yes | Percentage | |
LiqRiskPricer.Pc | Liquidity Risk Pricer (%) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | liquidityScenario | Yes | Percentage | |
LiqRiskPricer.Ctr | Liquidity Risk Pricer Contribution | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | liquidityScenario | Yes | Percentage | |
LiqRiskSpecific.Cash | Liquidity Risk Specific | PortfolioDrillDown | Real | Yes | Yes | No | 3 | No | liquidityScenario | Yes | No | Monetary |
LiqRiskSpecific.PcTotal | Liquidity Risk Specific (% of Total) | PortfolioDrillDown | Real | Yes | Yes | No | 3 | No | liquidityScenario | Yes | No | Percentage |
LiqRiskSpecific.Pc | Liquidity Risk Specific (%) | PortfolioDrillDown | Real | Yes | Yes | No | 3 | No | liquidityScenario | Yes | No | Percentage |
LiqRiskSpecific.Ctr | Liquidity Risk Specific Contribution | PortfolioDrillDown | Real | Yes | Yes | No | 3 | No | liquidityScenario | Yes | No | Percentage |
LiqRiskTotal.Cash | Liquidity Risk Total | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | liquidityScenario | Yes | Monetary | |
LiqRiskTotal.PcTotal | Liquidity Risk Total (% of Total) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | liquidityScenario | Yes | Percentage | |
LiqRiskTotal.Pc | Liquidity Risk Total (%) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | liquidityScenario | Yes | Percentage | |
LiqRiskTotal.Ctr | Liquidity Risk Total Contribution | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | liquidityScenario | Yes | Percentage | |
ExpectedShortfall.Marginal.Cash | Marginal Expected Shortfall | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Monetary | ||
ExpectedShortfall.Marginal.Pc | Marginal Expected Shortfall (%) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
ExpectedUpside.Marginal.Cash | Marginal Expected Upside | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Monetary | ||
ExpectedUpside.Marginal.Pc | Marginal Expected Upside (%) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
Volatility.Marginal.Cash | Marginal Expected Volatility | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Monetary | ||
Volatility.Marginal.Pc | Marginal Expected Volatility (%) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
PotentialUpside.Marginal.Cash | Marginal Potential Gain | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Monetary | ||
PotentialUpside.Marginal.Pc | Marginal Potential Gain (%) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
ValueAtRisk.Marginal.Cash | Marginal VaR | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Monetary | ||
ValueAtRisk.Marginal.Pc | Marginal VaR (%) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
MarketValueCoveredPc | Market Value Covered % | PortfolioDrillDown | Real | No | Yes | Yes | 0 | No | Yes | Percentage | ||
Name | Name | PortfolioDrillDown | String | Yes | Yes | No | 3 | No | No | No | None | |
Name | Name | RiskFactorDecomposition | String | No | Yes | No | 0 | No | No | No | None | |
CoveredSecuritiesCount | Number of Covered Securities | PortfolioDrillDown | Real | No | Yes | Yes | 0 | No | No | Integer | ||
NumberOfExpDistObservations | Number of Observations in Expected Distribution | PortfolioDrillDown | Real | No | Yes | No | 0 | No | No | No | Integer | |
SecuritiesCount | Number of Securities | PortfolioDrillDown | Real | No | Yes | Yes | 0 | No | No | Integer | ||
UncoveredSecuritiesCount | Number of Uncovered Securities | PortfolioDrillDown | Real | No | Yes | Yes | 0 | No | No | Integer | ||
Value.Cash | P&L | ExpectedDistribution | Real | No | Yes | Yes | 0 | No | Yes | Monetary | ||
Value.Pc | P&L % | ExpectedDistribution | Real | No | Yes | Yes | 0 | No | Yes | Percentage | ||
ParentId | Parent Id | PortfolioDrillDown | String | Yes | Yes | No | 3 | No | No | No | None | |
ParentId | Parent Id | RiskFactorDecomposition | String | Yes | Yes | No | 3 | No | No | No | None | |
PotentialUpside.Cash | Potential Gain | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Monetary | ||
PotentialUpside.Pc | Potential Gain (% of Element) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
PotentialUpside.PcTotal | Potential Gain (% of Total) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
PotentialUpside.PcTotal.Local | Potential Gain (Local % of Total) | PortfolioDrillDown | Real | Yes | No | Yes | 0 | Yes | No | Percentage | ||
PotentialUpside.Pc.Local | Potential Gain (Local %) | PortfolioDrillDown | Real | Yes | No | Yes | 0 | Yes | No | Percentage | ||
PotentialUpside.Cash.Local | Potential Gain (Local) | PortfolioDrillDown | Real | Yes | No | Yes | 0 | Yes | No | Monetary | ||
Price | Price | PortfolioDrillDown | Real | Yes | No | Yes | 0 | No | No | None | ||
PriceCurrency | Price Currency Code | PortfolioDrillDown | String | Yes | No | Yes | 0 | No | No | None | ||
Quantity | Quantity | PortfolioDrillDown | Real | Yes | No | Yes | 0 | No | No | None | ||
AveragePotentialUpside.EffectAlloc.Cash | Relative Average Potential Gain Allocation Effect | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Monetary | |
AveragePotentialUpside.EffectAlloc.PcTotal | Relative Average Potential Gain Allocation Effect (% of Total) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Percentage | |
AveragePotentialUpside.EffectLocalFxAlloc.PcTotal | Relative Average Potential Gain Allocation Effect (Local % of Total) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | No | Yes | Percentage | |
AveragePotentialUpside.EffectLocalFxAlloc.Cash | Relative Average Potential Gain Allocation Effect (Local) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | No | Yes | Monetary | |
AveragePotentialUpside.EffectCur.Cash | Relative Average Potential Gain Currency Effect | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Monetary | |
AveragePotentialUpside.EffectCur.PcTotal | Relative Average Potential Gain Currency Effect (% of Total) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Percentage | |
AveragePotentialUpside.EffectInterac.Cash | Relative Average Potential Gain Interaction Effect | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Monetary | |
AveragePotentialUpside.EffectInterac.PcTotal | Relative Average Potential Gain Interaction Effect (% of Total) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Percentage | |
AveragePotentialUpside.EffectLocalFxInterac.PcTotal | Relative Average Potential Gain Interaction Effect (Local % of Total) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | No | Yes | Percentage | |
AveragePotentialUpside.EffectLocalFxInterac.Cash | Relative Average Potential Gain Interaction Effect (Local) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | No | Yes | Monetary | |
AveragePotentialUpside.EffectSel.Cash | Relative Average Potential Gain Selection Effect | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Monetary | |
AveragePotentialUpside.EffectSel.PcTotal | Relative Average Potential Gain Selection Effect (% of Total) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Percentage | |
AveragePotentialUpside.EffectLocalFxSel.PcTotal | Relative Average Potential Gain Selection Effect (Local % of Total) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | No | Yes | Percentage | |
AveragePotentialUpside.EffectLocalFxSel.Cash | Relative Average Potential Gain Selection Effect (Local) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | No | Yes | Monetary | |
AverageVar.EffectAlloc.Cash | Relative Average VaR Allocation Effect | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Monetary | |
AverageVar.EffectAlloc.PcTotal | Relative Average VaR Allocation Effect (% of Total) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Percentage | |
AverageVar.EffectLocalFxAlloc.PcTotal | Relative Average VaR Allocation Effect (Local % of Total) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | No | Yes | Percentage | |
AverageVar.EffectLocalFxAlloc.Cash | Relative Average VaR Allocation Effect (Local) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | No | Yes | Monetary | |
AverageVar.EffectCur.Cash | Relative Average VaR Currency Effect | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Monetary | |
AverageVar.EffectCur.PcTotal | Relative Average VaR Currency Effect (% of Total) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Percentage | |
AverageVar.EffectInterac.Cash | Relative Average VaR Interaction Effect | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Monetary | |
AverageVar.EffectInterac.PcTotal | Relative Average VaR Interaction Effect (% of Total) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Percentage | |
AverageVar.EffectLocalFxInterac.PcTotal | Relative Average VaR Interaction Effect (Local % of Total) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | No | Yes | Percentage | |
AverageVar.EffectLocalFxInterac.Cash | Relative Average VaR Interaction Effect (Local) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | No | Yes | Monetary | |
AverageVar.EffectSel.Cash | Relative Average VaR Selection Effect | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Monetary | |
AverageVar.EffectSel.PcTotal | Relative Average VaR Selection Effect (% of Total) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Percentage | |
AverageVar.EffectLocalFxSel.PcTotal | Relative Average VaR Selection Effect (Local % of Total) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | No | Yes | Percentage | |
AverageVar.EffectLocalFxSel.Cash | Relative Average VaR Selection Effect (Local) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | No | Yes | Monetary | |
ExpectedShortfall.EffectAlloc.Cash | Relative Expected Shortfall Allocation Effect | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Monetary | |
ExpectedShortfall.EffectAlloc.PcTotal | Relative Expected Shortfall Allocation Effect (% of Total) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Percentage | |
ExpectedShortfall.EffectLocalFxAlloc.PcTotal | Relative Expected Shortfall Allocation Effect (Local % of Total) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | No | Yes | Percentage | |
ExpectedShortfall.EffectLocalFxAlloc.Cash | Relative Expected Shortfall Allocation Effect (Local) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | No | Yes | Monetary | |
ExpectedShortfall.EffectCur.Cash | Relative Expected Shortfall Currency Effect | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Monetary | |
ExpectedShortfall.EffectCur.PcTotal | Relative Expected Shortfall Currency Effect (% of Total) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Percentage | |
ExpectedShortfall.EffectInterac.Cash | Relative Expected Shortfall Interaction Effect | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Monetary | |
ExpectedShortfall.EffectInterac.PcTotal | Relative Expected Shortfall Interaction Effect (% of Total) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Percentage | |
ExpectedShortfall.EffectLocalFxInterac.PcTotal | Relative Expected Shortfall Interaction Effect (Local % of Total) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | No | Yes | Percentage | |
ExpectedShortfall.EffectLocalFxInterac.Cash | Relative Expected Shortfall Interaction Effect (Local) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | No | Yes | Monetary | |
ExpectedShortfall.EffectSel.Cash | Relative Expected Shortfall Selection Effect | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Monetary | |
ExpectedShortfall.EffectSel.PcTotal | Relative Expected Shortfall Selection Effect (% of Total) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Percentage | |
ExpectedShortfall.EffectLocalFxSel.PcTotal | Relative Expected Shortfall Selection Effect (Local % of Total) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | No | Yes | Percentage | |
ExpectedShortfall.EffectLocalFxSel.Cash | Relative Expected Shortfall Selection Effect (Local) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | No | Yes | Monetary | |
ExpectedUpside.EffectAlloc.Cash | Relative Expected Upside Allocation Effect | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Monetary | |
ExpectedUpside.EffectAlloc.PcTotal | Relative Expected Upside Allocation Effect (% of Total) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Percentage | |
ExpectedUpside.EffectLocalFxAlloc.PcTotal | Relative Expected Upside Allocation Effect (Local % of Total) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | No | Yes | Percentage | |
ExpectedUpside.EffectLocalFxAlloc.Cash | Relative Expected Upside Allocation Effect (Local) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | No | Yes | Monetary | |
ExpectedUpside.EffectCur.Cash | Relative Expected Upside Currency Effect | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Monetary | |
ExpectedUpside.EffectCur.PcTotal | Relative Expected Upside Currency Effect (% of Total) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Percentage | |
ExpectedUpside.EffectInterac.Cash | Relative Expected Upside Interaction Effect | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Monetary | |
ExpectedUpside.EffectInterac.PcTotal | Relative Expected Upside Interaction Effect (% of Total) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Percentage | |
ExpectedUpside.EffectLocalFxInterac.PcTotal | Relative Expected Upside Interaction Effect (Local % of Total) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | No | Yes | Percentage | |
ExpectedUpside.EffectLocalFxInterac.Cash | Relative Expected Upside Interaction Effect (Local) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | No | Yes | Monetary | |
ExpectedUpside.EffectSel.Cash | Relative Expected Upside Selection Effect | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Monetary | |
ExpectedUpside.EffectSel.PcTotal | Relative Expected Upside Selection Effect (% of Total) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | Yes | Yes | Percentage | |
ExpectedUpside.EffectLocalFxSel.PcTotal | Relative Expected Upside Selection Effect (Local % of Total) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | No | Yes | Percentage | |
ExpectedUpside.EffectLocalFxSel.Cash | Relative Expected Upside Selection Effect (Local) | PortfolioDrillDown | Real | No | Yes | No | 1 | Yes | No | Yes | Monetary | |
RiskApiMaxDate | Risk Api Max Date | PortfolioDrillDown | Date | No | Yes | No | 0 | No | No | No | None | |
RiskApiTimestamp | Risk Api Timestamp | PortfolioDrillDown | DateTime | No | Yes | No | 0 | No | No | No | None | |
RiskDatabaseCurrency | Risk Database Currency Code | PortfolioDrillDown | String | Yes | No | Yes | 0 | No | No | None | ||
RiskEnabled | Risk Enabled? | PortfolioDrillDown | Boolean | Yes | No | Yes | 0 | No | No | None | ||
RiskExposureAllAssets | Risk Exposure inc. Uncovered Securities | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | Yes | Monetary | ||
RiskExposureAllAssets.Local | Risk Exposure inc. Uncovered Securities (Local) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | No | Monetary | ||
RiskExposure | Risk Exposure of Covered Securities | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | Yes | Monetary | ||
RiskExposure.Local | Risk Exposure of Covered Securities (Local) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | No | Monetary | ||
RiskFactorsUpdatedDate | Risk Factors Updated Date | PortfolioDrillDown | Date | No | Yes | No | 0 | No | No | No | None | |
RiskInternalDescription | Risk Internal Description | PortfolioDrillDown | String | Yes | No | Yes | 0 | No | No | None | ||
RiskMarketValueAllAssets | Risk Market Value inc. Uncovered Securities | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | Yes | Monetary | ||
RiskMarketValueAllAssets.Local | Risk Market Value inc. Uncovered Securities (Local) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | No | Monetary | ||
RiskMarketValueComputableAssets | Risk Market Value of Covered Securities | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | Yes | Monetary | ||
RiskMarketValueComputableAssets.Local | Risk Market Value of Covered Securities (Local) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | No | Monetary | ||
RiskPricer | Risk Pricer | PortfolioDrillDown | String | Yes | No | Yes | 0 | No | No | None | ||
RiskWeightAllAssets | Risk Weight inc. Uncovered Securities (%) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | No | Percentage | ||
RiskWeightComputableAssets | Risk Weight of Covered Securities (%) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | No | Percentage | ||
SecurityId | Security Id | PortfolioDrillDown | Integer | Yes | No | No | 0 | No | No | No | None | |
SecurityInstrumentCombination | Security Instrument Combination | PortfolioDrillDown | String | Yes | No | No | 0 | No | No | No | None | |
SecurityRiskCode | Security Risk API Code | PortfolioDrillDown | String | Yes | No | No | 0 | No | No | No | None | |
SecurityRiskIsin | Security Risk ISIN Code | PortfolioDrillDown | String | Yes | No | No | 0 | No | No | No | None | |
Segment1Id | Segment 1 Id | RiskFactorDecomposition | String | Yes | No | No | 0 | No | No | No | None | |
Segment1Name | Segment 1 Name | RiskFactorDecomposition | String | Yes | No | No | 0 | No | No | No | None | |
Segment2Id | Segment 2 Id | RiskFactorDecomposition | String | Yes | No | No | 0 | No | No | No | None | |
Segment2Name | Segment 2 Name | RiskFactorDecomposition | String | Yes | No | No | 0 | No | No | No | None | |
Segment3Id | Segment 3 Id | RiskFactorDecomposition | String | Yes | No | No | 0 | No | No | No | None | |
Segment3Name | Segment 3 Name | RiskFactorDecomposition | String | Yes | No | No | 0 | No | No | No | None | |
Segment4Id | Segment 4 Id | RiskFactorDecomposition | String | Yes | No | No | 0 | No | No | No | None | |
Segment4Name | Segment 4 Name | RiskFactorDecomposition | String | Yes | No | No | 0 | No | No | No | None | |
SegmentLevel | Segment Level | PortfolioDrillDown | Integer | Yes | Yes | No | 3 | No | No | No | None | |
SegmentLevel | Segment Level | RiskFactorDecomposition | Integer | No | Yes | No | 0 | No | No | No | None | |
SegmentSortOrder | Sort Order | PortfolioDrillDown | Integer | Yes | Yes | No | 3 | No | No | No | None | |
SegmentSortOrder | Sort Order | RiskFactorDecomposition | String | Yes | Yes | No | 3 | No | No | No | None | |
StressTestCode | Stress Test Code | PortfolioDrillDown | String | No | Yes | No | 0 | No | stressTestCode | Yes | No | None |
StressTestName | Stress Test Description | PortfolioDrillDown | String | No | Yes | No | 0 | No | stressTestCode | Yes | No | None |
StressValue.Cash | Stress Test Value Change | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | stressTestCode | Yes | Monetary | |
StressValue.PcTotal | Stress Test Value Change (% of Total) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | stressTestCode | Yes | Percentage | |
StressValue.Pc | Stress Test Value Change (%) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | No | stressTestCode | Yes | Percentage | |
ValuationDate | Valuation Date | PortfolioDrillDown | Date | No | Yes | No | 0 | No | No | No | None | |
ValueAtRisk.Cash | VaR | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Monetary | ||
ValueAtRisk.Pc | VaR (% of Element) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
ValueAtRisk.PcTotal | VaR (% of Total) | PortfolioDrillDown | Real | Yes | Yes | Yes | 3 | Yes | Yes | Percentage | ||
ValueAtRisk.PcTotal.Local | VaR (Local % of Total) | PortfolioDrillDown | Real | Yes | No | Yes | 0 | Yes | No | Percentage | ||
ValueAtRisk.Cash.Local | VaR (Local) | PortfolioDrillDown | Real | Yes | No | Yes | 0 | Yes | No | Monetary | ||
ValueAtRisk.Pc.Local | VaR (Local, %) | PortfolioDrillDown | Real | Yes | No | Yes | 0 | Yes | No | Percentage | ||
WarningCurrencyMismatch | Warning Currency Mismatch? | PortfolioDrillDown | Boolean | Yes | No | Yes | 0 | No | No | None | ||
WarningExcluded | Warning Excluded? | PortfolioDrillDown | Boolean | Yes | No | Yes | 0 | No | No | None | ||
WarningMissingIsin | Warning Missing ISIN Code | PortfolioDrillDown | Boolean | Yes | No | Yes | 0 | No | No | None | ||
WarningNegativePriceFactor | Warning Negative Price Factor | PortfolioDrillDown | Boolean | Yes | No | Yes | 0 | No | No | None | ||
WarningNoPrices | Warning No Prices? | PortfolioDrillDown | Boolean | Yes | No | Yes | 0 | No | No | None | ||
WarningNotComputable | Warning Not Computable? | PortfolioDrillDown | Boolean | Yes | No | Yes | 0 | No | No | None | ||
WarningPriceIsEstimated | Warning Price Is Estimated? | PortfolioDrillDown | Boolean | Yes | No | Yes | 0 | No | No | None |