Account Net

Account Net Shows Shock Impact, risk numbers, and theoretical P&L and Greeks for all accounts. Each account has its own line that aggregates the entire position, and accounts can be sorted by any column to easily find the accounts with the highest number of violations, highest risk number, highest delta exposure, etc. Note that the exclusions pane, if present, will list all accounts in unsupported modes and all markets that are not risked due to a lack of analysis series.

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Violations (required) Displays the number of violations for each account. Violations occur when an account exceeds its limit in one or more of the values set by the firm administrator. Warnings (required) Displays the number of warnings for each account. Warnings occur when an account exceeds a certain percentage of its limit in one or more of the values set by the firm administrator. These percentage thresholds are set by the firm administrator. Account Number (required) Displays the account number associated with each row. Account Name (optional) Show the account name associated with each account number on the account net report. Worst Shock Impact (optional) Show the worst case shock impact in dollars on the account net report. This is the largest loss (or smallest profit) of the four shock impact scenarios that combine volatility up/down and underlying up/down. Risk Number % (optional) Show the percentage of the risk number used on the account net report. This will divide the worst shock impact by the risk number and will be highlighted in red if in violation. Worst Shock Impact Loc. (optional) Show the worst case shock impact’s location on the account net report. For example, a position that short downside puts will have its worst case if the underlying goes down and volatility goes up. Risk Number (optional) Show the risk number on the account net report. The risk number is set by the firm admin and represents the maximum allowable worst shock impact for an account. Note that this setting will not prevent an account from exceeding its risk number. Theo P&L Chg vs Risk Number (optional) Show the change to theoretical profit and loss on the account net report. This line divides the current theoretical P&L by the risk number to show how close the current P&L is to reaching the risk number. Theo P&L Chg (optional) Show the change to theoretical profit and loss on the account net report. This line shows the current theoretical P&L change in dollars. Theo P&L Chg % (optional) Show the change to theoretical profit and loss on the account net report. This line shows the current theoretical P&L as compared to the daily theoretical loss limit set by the firm admin. Note that this setting will not prevent an account from exceeding its daily theoretical loss limit. Delta (optional) Show the net delta on the account net report. Delta % (optional) Show the net delta on the account net report. This line displays the current net delta as a percentage of the delta threshold for the account. Vega (optional) Show the net vega on the account net report. Vega % (optional) Show the net vega on the account net report. This line displays the current net vega as a percentage of the vega threshold for the account. Gamma (optional) Show the net gamma on the account net report. Gamma % (optional) Show the net gamma on the account net report. This line displays the current net gamma as a percentage of the gamma threshold for the account. Theta (optional) Show the net theta on the account net report. Theta % (optional) Show the net theta on the account net report. This line displays the current net theta as a percentage of the theta threshold for the account.

Image Portfolio Analysis Properties Opens the properties for the portfolio analysis window. Note that some properties will be hidden depending upon which tab or slide is currently selected. Expand/Collapse Toolbar Shows or hides extra tools, such as the print and views buttons. New window dropdown Menu that can open a new option strategies window, strategy solver, or portfolio analysis window. If a new portfolio analysis window is chosen it will be a duplicate of the current portfolio analysis window. Print/Save/Copy Menu that allows the current window to be printed, saved as a PDF, copied to the computer’s clipboard, or saved to an Excel file. Views Menu that switches views for all tabs and slides of the portfolio analysis window. Views can be added, deleted, and customized in the main properties window under Options>Portfolio Analysis>Views. Account Menu that shows the account the portfolio analysis is currently analyzing as well as a list of all available accounts. Switching accounts can be done by scrolling through and clicking on the desired account or by typing the desired account directly.