Run a Shock Analysis
From the home dashboard page, navigate to Hedge Shock Reports in the Reporting tab:
You will be taken to the Shock Analysis page. The first step in running the analysis is to pick an As of Date:
The next step is to decide whether to pursue a shock report with either Standard Options or Advanced Options .The Advanced Options allows you to shock valuations in up to 30 scenarios whereas the Standard Options provides an analysis of single positive shock and single negative shock:
You can then decide to include IR Shocks, FX Shocks, or both:
Customize the analysis by defining the magnitude of the Shock Increment as well as the number of increments. Also, FX Shocks can be viewed from a percentage or pips perspective:
- Note: If Advanced Options is selected, you can define exactly which shock level increments are desired in both the positive and negative direction.
Once all parameters are set as desired, select Submit to have the shock report emailed to you:
