Risk Decomposition
Know exactly where your risk sits. Decompose by sector, factor, and stress test the book.
$16000k
Gross Exposure
+$0k
Net Exposure
$8000k
Total Long
$8000k
Total Short
Sector Exposure
SectorGross (blue) / Net (green=long, red=short)Gross / Net
Unknown
$16000k+0k
Stress Test
Magnitude-10%
+$0.0k
Estimated P&L Impact (0.0% of gross)
Portfolio is hedged against this scenario.
Concentration Risk
Unknown
100% of gross