Risk Dashboard

Instructions

The Risk Dashboard is pinned along the top of the product tabsets, and is available for what-if as well as active portfolios. The values are calculated on demand for what-if portfolios.

To hide or display the Dashboard please take the steps outlined below.

  1. From the View menu, select Risk Dashboard.

The dashboard provides at-a-glance account information including:

  1. Warning Icon: Click to see a list of positions excluded from the VAR and Expected Shortfall calculations.

  2. Refresh Icon: Click to refresh calculations. The icon only displays if there has been a change in the portfolio that is not currently reflected in the VAR and Expected Shortfall calculations.

  3. Information Icon: Hover your curser to see details.

Dashboard Field Description
Net Liquidation

The total Net Liquidation value for the account.

This value is taken from the Total Net Liquidation Value field in the Account Information window.

P&L

The total daily P&L for the entire portfolio.

This value is taken from the "All Contracts" level of the Risk Navigator P&L tab in the P&L for the Day field.

Maintenance Margin

Total current maintenance margin. Use this to see margin for a hypothetical what-if portfolio as well as for your current portfolio.

This value is taken from the Margin Requirements section in the Account Information window.

Initial Margin

Total initial margin requirements. Use this to see margin for a hypothetical what-if portfolio as well as for your current portfolio.

This value is taken from the Margin Requirements section in the Account Information window.

VAR Shows the Value at Risk for the entire portfolio. VAR is a measure of the largest anticipated loss over a specified time period and confidence level, where the confidence level provides the probability that the VAR measure will not be exceeded.
Expected Shortfall (ES) Expected Shortfall (average value at risk) is the expected return of the portfolio in the worst case; the average of all losses which are greater or equal than VaR.
Average Beta The sum of the raw beta (the beta on the underlying) beta across the entire portfolio divided by the number of positions.
Portfolio Beta The sum of the weighted beta for all positions. This sum is also reflected in the top total row of the Weighted Beta column.

 

Additional Resources

Learn About Risk Navigator Tool in Trader Workstation at IBKR Campus

Visit the Trader Workstation Website