Tracking Risk

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PORT VR <Go> lets you estimate a selected portfolio’s maximum loss as measured at a given confidence interval.

PORT TE <Go> lets you analyze a selected portfolio’s ex-ante, or predicted, risk using Bloomberg’s multifactor risk models.

BRIEF <Go> lets you access and subscribe to Risk, a weekly Bloomberg Brief newsletter that covers portfolios, funding and hedging strategies.

DRSK <Go> estimates the 12-month probability of default and implied credit-default-swap spread for a selected company.

DRAM <Go> lets you monitor changes in the credit health for a group of companies and identify those whose CDSs are rich or cheap relative to the model.

GV <Go> lets you chart volatility for up to four securities.

HEDG <Go> calculates the number of futures contracts or shares needed to hedge a selected stock position.

HEFF <Go> lets you perform a hedge effectiveness test on a derivative to comply with accounting rules.

MARS <Go> lets you perform pricing and scenario analysis and calculate Greeks, or risk sensitivities, on a portfolio of derivatives across asset classes.

PORT SA <Go> lets you stress test a selected portfolio based on historical and hypothetical market scenarios.

OSA <Go> lets you monitor options positions, analyze mark-to-market and risk sensitivities, calculate hedges and perform scenario analysis.

STRS <Go> lets you access information about the financial health stress tests applied to U.S., European and Irish bank holding companies in 2010 and 2011.

OVRA <Go> lets you perform pricing and scenario analysis and calculate Greeks on a portfolio of foreign-exchange derivatives.

RSKC <Go> displays a snapshot of risk data for a selected company.

TCA <Go> lets you estimate trade costs and optimize execution strategy.

WVOL <Go> displays a matrix of implied volatilities, risk reversals and butterflies, which are options strategies used to bet on changes in volatility, for a set of currencies.

PULL OUT AND SAVE. // AUGUST 2012 // PRESS <HELP> TWICE TO SEND A QUESTION TO THE BLOOMBERG ANALYTICS HELP DESK.

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