Merlin’s risk reporting allows you to analyze, aggregate, and gain insight into all of your positions, regardless of custodian or asset class.
Merlin’s daily risk reports include:
Real-time Risk in Compass
Provides intraday delta and beta adjusted exposures, as well as Greeks for options, position-level and net delta, and theta decay
Options Risk Detail
Providing Greeks on all options positions
Portfolio Risk Exposure
Portfolio beta exposures vs. benchmark including position-level detail
Portfolio Risk Exposure Summary
Portfolio beta exposure vs. benchmark summarized by standard industry categories or user defined buckets excluding position detail
Scenario Analysis
P&L charges due to single factor risk scenarios including position-level detail
Scenario Analysis Summary
P&L charges due to single factor risk scenarios summarized by standard industry categories or user defined buckets excluding position detail