IBKR routinely reviews margin levels and will implement changes which serve to increase requirements above statutory minimums as market conditions warrant. To assist clients with understanding the effects of such changes on their portfolio, IBKR offers a feature referred to as the "Alternative Margin Calculator" that is available within the Risk Navigator application…

In Mosaic, open Risk Navigator by clicking the New Window button and selecting Risk Navigator. In Classic TWS, open Risk Navigator by clicking the Analytical Tools menu option and selecting Risk Navigator.

If you wish to view your current portfolio, select Open 'My Portfolio'. If you wish to create a new "What If" scenario, select Open New What-If…

You can see the values of Delta and Theta for your portfolio in the "Portfolio Risk" TWS layout. The "Portfolio Risk" layout is available in the TWS Layout Library.

You can find more information on the TWS Layout Library…

IBKR's Risk Navigator provides a custom scenario feature which allows one to determine what effect, if any, changes to their portfolio will have to the Exposure fee. Outlined below are the steps for creating a “what-if” portfolio through assumed changes to an existing portfolio or through an entirely new proposed portfolio along with determining the resultant fee. Note that this feature is available through…

The Risk Navigator allows you to create what-if portfolios, change the quantities, add/remove positions and also perform scenario analysis.

Find more information on how to create Risk Navigator what-if portfolios…

To add or modify "what if" cash positions:

• Select the P&L tab
• From the Report table, expand the Cash section…

Right-click on a column header to add data as a new column.

Click on the Metrics menu and select Value columns to add additional risk metrics to your report in Risk Navigator…

Clients can use the Risk Navigator to create on demand Value at Risk (VaR) reports. The Value at Risk represents the expected loss under normal market conditions, over a specific time horizon and based on the percent probability as defined by the confidence level. This is a theoretical value and does not represent the potential worst-case loss scenario…

To create a "what-if" scenario based on your current portfolio:

• Open the Risk Navigator window
• Select New from the Portfolio menu…

Clients can find asset correlation, beta and other related figures in Risk Navigator:

• Enable Beta Weighted Portfolio in the Risk Navigator by selecting the View menu followed by Beta Weighted Portfolio
• Click the Settings menu followed by Beta Reference Index... and select the reference contract or index by typing the symbol and hitting Enter on your keyboard…

You can create a Basket Hedge order in Risk Navigator within TWS:

1. In Mosaic, open Risk Navigator by clicking the New Window button and selecting Risk Navigator. In Classic TWS, open Risk Navigator by clicking the Analytical Tools…

Use the custom scenario within Risk Navigator to estimate the forward price for option contracts.

To create a Custom Scenario:…