You are here: Price/Risk Analytics > IB Risk NavigatorSM > Use the Report Selector

Use the Report Selector

The Report Selector is your starting point for navigating your risk summary. Selections change based on the product tab you have selected. Construct custom reports that slice and display various angles of your exposure and other risk metrics.

The IB Risk Navigator includes your current position data when it opens, which it then uses in both the P&L graph and report calculations. Any positions that cannot be resolved (for any reason) are shown in the Position(s) not included list in the Report Selector area. If the position is highlighted in yellow, its data is not included in the calculations for the P&L graph; if the position is highlighted in peach, its data is not included in the report calculations; if it's pink, its data is excluded from both the graph and the report calculations. This box will not appear if ALL positions can be included unless you elect to display it manually, using the checkbox on the View menu.

To define your report

  1. From the Report field, use the dropdown list to choose a perspective from which to assess your risk. Each report is briefly described in the table below.

  1. In the Plot list, choose to show:

  1. In the Underlying list, choose whether to display report data for all underlyings or only for a specific underlying and its derivatives.


  1. In the Currency dropdown, select All to include all currencies in your report, or select a single currency.

  1. In the Position field, IF you have specified a single underlying in the Underlying field above, you can select one or All positions on the underlying to include in the report.

  1. In the Expiry list:

Choose TOTAL to display the Total row in the matrix, and show the P&L plot using the total of all positions.

Choose ALL to expand the matrix to show each row, and to show individual P&L lines for each expiry in the P&L plot. The color key on the right side of the chart identifies the line for each month.

Choose Spot to filter out the options. Select a single expiry to chart the P&L for all options with the expiration date.

Choose multiple expiry selection to create multiple P&L charts with one expiry plotted in each chart.

  1. Use the Date scenario to plot line for multiple dates. Note that the colored legend along the bottom of the P&L graph corresponds to the lines in the graph AND to the date(s) selected in the Date scenario.

 

Click a report name to view the report topic.

Reports

Portfolio Report - This report presents risk and exposure for your entire portfolio across multiple asset classes. The Portfolio view does not display any totals, unlike the Risk by Underlying report.

Measure by Underlying and Maturity - This report displays risk measures across all asset classes for all underlyings, grouped by expiry.

Risk by Position Report - This report displays risk metrics across all asset classes, for each position.

Risk by Underlying Report - The default report. This report displays portfolio metrics across all asset classes and provides drill-down depth control for each underlying.

 

Risk by Industry Report - This report displays your portfolio risk and exposure across multiple asset classes, sorted by industry sector. Drill-down detail lets you go two levels deep into the industry sub-categories, and into the underlying and its derivatives for each industry category and subcategory.

Measure by Price Change and Volatility Change - This report measures the market outcome for the contract price, delta, gamma, vega, and theta - using underlying and derivative prices on the close of any business day - at multiple positive, negative, and zero percent change scenarios in the underlying price, volatility and interest rate.

 Value at Risk Report - This report shows the greatest loss that a portfolio will sustain over a one-day period, with 99.5% confidence. VAR is calculated using three different methods, each with different assumptions about correlations of the underlying assets in the portfolio.

Portfolio Statistics Report - The Portfolio Statistics report shows summary tables for stock, futures, options and warrants, and cash.

P&L Pie Chart - The P&L Pie Chart shows the position Delta and P&L for all positions in your portfolio relative to the total portfolio.