The tool supports interface of Foresight Analytics Platform 9 or earlier.
The panel is used to set basic parameters of the Value-At-Risk model:
The following parameters are determined on the panel:
Financial Instruments Variable. Determine the variable containing the matrix of financial instruments.
Financial Instruments Dimension. Determine the corresponding dimension that belongs to the financial instruments variable. If the variable contains no dimension, the further work with the model is impossible. If the variable contains only one dimension, it is selected automatically. If a variable includes several dimensions, the Change Dimension dialog box opens after selecting the financial instruments dimension to fix other dimensions. The dialog box can be opened again by clicking the Fix button.
Check Necessary Financial Instruments. The list contains all elements of the dimension selected in the Financial Instruments Dimensions list. Select checkboxes of the instruments to be used in calculations. The first element is selected by default.
Portfolio Variable. Determine the variable containing the portfolio matrix. The variable should include the organization dimension and the financial instruments dimension mentioned above. An appropriate warning message is displayed if the financial instruments dimension is not available.
Organization Dimension. Select the organization dimension, fix and select the organization in the same way as in the method described for the financial instruments variable.
Check Necessary Organizations. The list contains all elements of the dimension selected in the Organization Dimension list. Select checkboxes of the organizations to be used in calculations. The first element is selected by default.
Output Variable. Specify the variable, to which the results should be saved after the model calculation. The variable must include an organization dimension mentioned above. An appropriate warning message is displayed if the organization dimension is not available. If the variable includes additional dimensions, the Change Dimension dialog box opens to fix these dimensions. The dialog box can be opened again by clicking the Fix button.
If all parameters are determined correctly, a number of additional panels opens (these panels are listed in the Value-At-Risk Model section.
See also: