Platform & Reporting · Analytics
Risk Management
Understand exposures. Explore scenarios. See the basis.
Holdings & factors
See the contributors behind the estimate.
Move from the risk overview to the holdings and factors behind it. Review Value at Risk and Expected Shortfall at the selected confidence level, alongside the contributions recorded for the modelled part of the portfolio.
- Review risk contributions at holding level
- Explore the factors behind modelled exposure
- Keep the selected portfolio and calculation in context
Scenarios & comparisons
Explore how different conditions could affect exposure.
Review scenario outcomes alongside the underlying assumptions. Compare calculations to understand how the recorded risk picture differs, with the selected portfolio and model context kept visible.
- Inspect scenario results for the modelled portfolio coverage
- Compare recorded calculations
- Distinguish conditional estimates from observed outcomes
Model & validation
An estimate is only useful with its context.
CWM keeps the scope and basis of the risk calculation visible. Estimates for the modelled part of a portfolio are distinguished from whole-portfolio risk, so gaps in coverage remain clear.
- Coverage
- See the modelled market-risk value alongside the portfolio value. A result for the covered portion is not presented as a complete estimate for all assets.
- Assumptions
- Review the selected confidence level, model assumptions and calculation context when interpreting Value at Risk, Expected Shortfall and scenario results.
- Validation
- Inspect model and validation information alongside the results, with limitations available for review.
Ask about the recorded result.
Private Intelligence can explain saved risk results and their contributions within the authorised portfolio context. It uses the recorded calculation rather than calculating a new risk estimate in the conversation.
How Private Intelligence works →