Reclassifying portfolios

The Accelerator provides scaling simulations to display instant recalculations of and incremental impact on VaR/ES and sensitivities from reclassifying a given book in the book/desk hierarchy.

By simply dragging a book from one point in the hierarchy to another, you can immediately see the potential impact on the VaR/ ES or sensitivities.

Running a reclassification simulation

  1. From the Desktop Application, select the Book Hierarchy widget from the What-If category. A visual representation of the book hierarchy is displayed.

  2. Select the branch on which you want to run your simulation or click Create Branch to initiate a new one.

  3. In the What Branch Do You Want To Create dialog box, enter the name for your new branch, and click Submit.

  4. Use the calendar dropdown to select an AsOfDate.

  5. Use your mouse to expand the nodes of the book hierarchy until you reach the one you want to work on. Then click and drag the specified node to where you want it.

  6. To save your changes in your branch, click Commit then give your changes a name in the What Should This Save Submission’s Definition Be dialog box.

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