Reporting

• Attribution Absolute/Relative
• Risk Reporting
• Reporting

Risk Reporting

Understanding sources of portfolio risk is a key element to consistent investment returns.

Merlin offers daily risk reports that include:

• Options Risk Detail: Providing Greeks on all options positions.
• Portfolio Risk Exposure: Evaluates portfolio beta exposure vs. benchmark displaying position level detail
• Portfolio Risk Exposure Summary: Displays portfolio beta exposure vs. benchmark summarized by standard industry categories or user defined buckets while excluding position detail
• Scenario Analysis: P&L changes due to single factor risk scenarios displaying position level detail
• Scenario Analysis Summary: P&L changes due to single factor risk scenarios summarized by standard industry categories or user defined buckets excluding position detail.