Navigation :
test ../ test user-ref.html
User & Reference Guide
test ../ test getting-started.html
Getting started
test ../ test getting-started/overview.html
- Atoti Market Risk overview
test ../ test getting-started/data-model.html
- Market Risk Data Model
test ../ test getting-started/directquery.html
- DirectQuery
test ../ test getting-started/about.html
- Using this guide
test ../ test getting-started/whats-new.html
-
What's New
test ../ test dashboards.html
Dashboards
test ../ test calculations.html
Calculations Guide
test ../ test cube.html
Cube Reference
test ../ test cube/context-values.html
-
Context Values
test ../ test cube/dimensions.html
-
Dimensions
test ../ test cube/measures.html
-
Measures
test ../ test cube/measures/native-measures.html
--
Native measures
test ../ test cube/measures/pnl.html
--
PL Cube
test ../ test cube/measures/sensi.html
--
Sensitivity Cube
test ../ test cube/contributors.count.sensi.html
--- contributors.COUNT.Sensi
test ../ test cube/sensi-trades-count.html
--- Sensi Trades Count
test ../ test cube/update.timestamp.sensi.html
--- update.TIMESTAMP.Sensi
test ../ test cube/measures/sensi/adjustments.html
---
Adjustments
test ../ test cube/all-day-count.html
--- All day count
test ../ test cube/measures/sensi/expected-shortfall.html
---
Expected Shortfall
test ../ test cube/measures/sensi/expected-tail-gain.html
---
Expected Tail Gain
test ../ test cube/measures/sensi/market-data.html
---
Market Data
test ../ test cube/measures/sensi/pnl-explain.html
---
PnL Explain
test ../ test cube/measures/sensi/sensitivities.html
---
Sensitivities
test ../ test cube/measures/sensi/sensitivities/correlation.html
----
Correlation
test ../ test cube/measures/sensi/sensitivities/crossgamma.html
----
CrossGamma
test ../ test cube/measures/sensi/sensitivities/delta.html
----
Delta
test ../ test cube/measures/sensi/sensitivities/dividend.html
----
Dividend
test ../ test cube/dividend-sensitivity.html
----- Dividend Sensitivity
test ../ test cube/dividend-sensitivity-dtd.html
----- Dividend Sensitivity DtD
test ../ test cube/dividend-sensitivity-dtd-difference.html
----- Dividend Sensitivity DtD % Difference
test ../ test cube/dividend-sensitivity-previous.html
----- Dividend Sensitivity Previous
test ../ test cube/dividend-sensitivity-with-difference.html
----- Dividend Sensitivity with % Difference
test ../ test cube/measures/sensi/sensitivities/dividend/native-ccy.html
-----
Native CCY
test ../ test cube/measures/sensi/sensitivities/gamma.html
----
Gamma
test ../ test cube/measures/sensi/sensitivities/theta.html
----
Theta
test ../ test cube/measures/sensi/sensitivities/vanna.html
----
Vanna
test ../ test cube/measures/sensi/sensitivities/vega.html
----
Vega
test ../ test cube/measures/sensi/sensitivities/volga.html
----
Volga
test ../ test cube/sensitivity-notional.html
--- Sensitivity Notional
test ../ test cube/sensitivity-notional-native.html
--- Sensitivity Notional Native
test ../ test cube/sensitivity-original-notional.html
--- Sensitivity Original Notional
test ../ test cube/sensitivity-original-notional-native.html
--- Sensitivity Original Notional Native
test ../ test cube/measures/sensi/shift.html
---
Shift
test ../ test cube/measures/sensi/tail.html
---
Tail
test ../ test cube/measures/sensi/utility.html
---
Utility
test ../ test cube/measures/sensi/value-at-earnings.html
---
Value at Earnings
test ../ test cube/measures/sensi/value-at-risk.html
---
Value at Risk
test ../ test cube/measures/unexplained-pnl.html
--
Unexplained PnL
test ../ test cube/measures/var.html
--
VaR-ES Cube
test ../ test datastore.html
Datastores
test ../ test input-files.html
Input file formats
test ../ test properties.html
Properties
test ../ test what-if.html
What-If Analysis
test ../ test database.html
Database
test ../ test sign-off.html
Sign-Off Approvals
test ../ test limits.html
Limit monitoring
test ../ test dev.html
Developer Guide
test ../ test dev/dev-release.html
-
Releases and upgrades
test ../ test dev/dev-getting-started.html
-
Getting Started
test ../ test dev/dev-ui-config.html
-
Configuring the UI
test ../ test dev/dev-mr-application.html
-
The Market Risk Application
test ../ test dev/dev-libraries.html
-
Market Risk Libraries
test ../ test dev/dev-extensions.html
-
Extending Atoti Market Risk
test ../ test dev/dev-tools.html
-
Configuring tools and methodologies
test ../ test dev/dev-sign-off.html
-
Sign-Off
test ../ test dev/dev-whatif.html
-
What-If
test ../ test dev/dev-direct-query.html
-
DirectQuery
test ../ test pdf-guides.html
PDF Guides
Dividend Sensitivity
Description
Sensitivity to the underlying dividend, equals the quantity of underlying risk factor held multiplied by the exchange rate of local to reporting currency
The Dividend Sensitivity takes in account the FX conversion effect on Dividend Quantity .
Multiplied by the Dividend Current , it computes the value of the dividend payment in display currency.
The Dividend Sensitivity currency is expressed by the level Ccy .
$$\text{Dividend Sensitivity}=\text{Dividend Quantity}\cdot\text{FX}_\text{Ccy}$$