Risk / VaR / Stress Test

User Defined Variables

Upload Portfolios

Get FX Rates from Bloomberg

Get Forward Rates from Bloomberg

Spot Rates GBP/CCY

Spot Rates CCY/GBP

Historical Volatility

GBP/CCY Log-Returns Density Plot

CCY/GBP Log-Returns Distribution Boxplot

CCY/GBP Correlation Matrix 125 days

Portfolio Exposure

Portfolio Term Structure (1000 x GBP)

Value at Risk

Expected Shortfall or Conditional Value-at-Risk

Interest Rate Scenarios

Summary