RISK E Business
(PORT E)
(PORT E)
What function can you show you what enterprise features a client has?
PRTA
What 2 letters indicate its a CDE field
UD_
PORT uses ____ type of approach to total return vs TRA/COMP that user ______ approach tot total return
Bottom Up vs Top Down
what tab is NOT an end of day calculation
Intraday
How can I save a template and apply it to a new Universe tab?
right click on portfolio tab > save as new template
With PORT Enterprise,you have access to this many tabs in PORT WS
40
How do you add a CDE to UNCL.
Bucket by Field Values
PORT is _____ system
EOD or holdings
Name the 5 main types of factors
Market, industry, currency, country & Style
PORT WS is a ____ type of system (helps with loading)
Cached
You need enterprise to make your own version of this type of scenario
Full valuation
If I want to attempt to make sure my data doesn't go stale after 10 days, what option can I try
"carry forward days"
How many style factors is in MAC2 vs MAC3
10 in MAC2 and 14 in MAC3
If I am looking for sharpe ratio, what are 2 tabs I can find it (bonus point if you can name the sub tab)?
Characterisitcs and Performance (statistical summary)
Where can I find Key rates now?
Column set
In TEV you get access to these horizon periods if you have PORT enterprise?
Yearly and monthly
If a client comes in and says they want to get rid of seeing AAPL when they analyze in PORT what can we do?
create UNCL with "tag as exclusion"
If I am interested in seeing TRA and COMP calculations in PORT - what can I add?
Residuals
What are the 3 methodologies used in VaR. (You have to name in order from most simple to most complex)
Parametric > Historical > Monte Carlo
_____ capabilities have decreased with WS
Reporting
If you are enterprise, you may not have to worry about usage or defaults in what function
CDE
How can I add "if & and" statements in my UNCL
custom formulas
What are the 4 local allocation types with a returns based attribution model?
Total Return Allocation
Local return Allocation
Excess of all curve Return
Implied Spread Return
Where can I apply the efficient frontier of my portfolio
Trade Sim/Optomizer
How can I see covariance and correlation matrix in PORT WS?
TEV > factor risk > right click on any one