Clearwater Sample Risk Reports for GSAM
Clearwater Sample Reports
Current as of August 2013
Risk
The Country Exposure report provides a detailed, expandable look at an investor’s exposure by country. InformaCon is available down to a cusip level.
The Credit Ra4ngs report provides a detailed, expandable look of an investor’s exposure by credit raCng. InformaCon is available down to a CUSIP level.
The Equity Sector report provides investors with a porWolio view of assets by sector categorizaCon.
The Market Capitaliza4on report displays a breakdown of investments categorized by four cap sizes, including a Summary of assets. These categories can be expanded to show specific posiCons and, as is the case throughout the Clearwater system.
The Currency report provides a detailed, expandable look of an investor’s exposure in each currency. InformaCon is available down to a CUSIP level.
The Dura4on report provides a detailed, expandable look of an investor’s exposure by investment duraCon. InformaCon is available down to a CUSIP level.
The Issuer Concentra4on report is one example of Clearwater’s security-‐level risk reports. The Issuer Concentra4on groups the porWolio holdings by ulCmate parent company.
Other security-‐level risk reports include Credit RaCngs, DuraCon, Market Sectors (FI), Country, Currency, Security Type, Industry Sectors (Equity), and Market CapitalizaCon.
The Market Sector report provides a detailed, expandable look of an investor’s exposure by market sector. InformaCon is available down to a CUSIP level.
The Security Type report provides a detailed drag-‐ down look of an investor’s exposure by security type. InformaCon is available down to a CUSIP level.
The daily Cash Flow Forecast report displays predictable future cash flows, allowing clients to make informed business decisions based on future cash flows. If you have accounts in mulCple currencies, the values will always be translated into base currency.
The Credit Events report provides a detailed, expandable view of credit raCngs including changes in raCngs tracked, charted and recorded daily by S&P, Moody’s and Fitch. InformaCon is available down to a CUSIP level.
The Index Comparison report measures porWolio risk against predetermined benchmarks. This report becomes parCcularly useful with insCtuCons using external asset managers. Rather than relying on external asset managers to accurately disclose performance data, investors can independently monitor performance against pre-‐set benchmarks.
The Risk Comparison report provides a comparison between accounts and their assigned benchmarks for various duraCons, credit raCngs, and market sectors. It provides addiConal level detail into account and index holdings.
The Shock Analysis reporCng provides the esCmated market value impact of parallel shiDs in market yields. Individual duraCon and convexity values are used to provide changes in market value at the individual security level.
The Value at Risk (VaR) report provides an effecCve way to show an aggregate risk over an enCre porWolio. Select the VaR period, confidence level, and range interval to make the calculaCons. VaR assumes normal market condiCons and no trading in the porWolio.
The Historical Exposures reporCng gives the ability to evaluate changes to exposures within their porWolio over Cme. A graph and table will populate once you select an exposure type in the account drop-‐down menu.
The Historical Trends reporCng provides the ability to evaluate changes to porWolio characterisCcs over a given period of Cme. A line graph will populate based on the selected data points, period interval, and Cme period.
Current as of August 2013
Risk
The Country Exposure report provides a detailed, expandable look at an investor’s exposure by country. InformaCon is available down to a cusip level.
The Credit Ra4ngs report provides a detailed, expandable look of an investor’s exposure by credit raCng. InformaCon is available down to a CUSIP level.
The Equity Sector report provides investors with a porWolio view of assets by sector categorizaCon.
The Market Capitaliza4on report displays a breakdown of investments categorized by four cap sizes, including a Summary of assets. These categories can be expanded to show specific posiCons and, as is the case throughout the Clearwater system.
The Currency report provides a detailed, expandable look of an investor’s exposure in each currency. InformaCon is available down to a CUSIP level.
The Dura4on report provides a detailed, expandable look of an investor’s exposure by investment duraCon. InformaCon is available down to a CUSIP level.
The Issuer Concentra4on report is one example of Clearwater’s security-‐level risk reports. The Issuer Concentra4on groups the porWolio holdings by ulCmate parent company.
Other security-‐level risk reports include Credit RaCngs, DuraCon, Market Sectors (FI), Country, Currency, Security Type, Industry Sectors (Equity), and Market CapitalizaCon.
The Market Sector report provides a detailed, expandable look of an investor’s exposure by market sector. InformaCon is available down to a CUSIP level.
The Security Type report provides a detailed drag-‐ down look of an investor’s exposure by security type. InformaCon is available down to a CUSIP level.
The daily Cash Flow Forecast report displays predictable future cash flows, allowing clients to make informed business decisions based on future cash flows. If you have accounts in mulCple currencies, the values will always be translated into base currency.
The Credit Events report provides a detailed, expandable view of credit raCngs including changes in raCngs tracked, charted and recorded daily by S&P, Moody’s and Fitch. InformaCon is available down to a CUSIP level.
The Index Comparison report measures porWolio risk against predetermined benchmarks. This report becomes parCcularly useful with insCtuCons using external asset managers. Rather than relying on external asset managers to accurately disclose performance data, investors can independently monitor performance against pre-‐set benchmarks.
The Risk Comparison report provides a comparison between accounts and their assigned benchmarks for various duraCons, credit raCngs, and market sectors. It provides addiConal level detail into account and index holdings.
The Shock Analysis reporCng provides the esCmated market value impact of parallel shiDs in market yields. Individual duraCon and convexity values are used to provide changes in market value at the individual security level.
The Value at Risk (VaR) report provides an effecCve way to show an aggregate risk over an enCre porWolio. Select the VaR period, confidence level, and range interval to make the calculaCons. VaR assumes normal market condiCons and no trading in the porWolio.
The Historical Exposures reporCng gives the ability to evaluate changes to exposures within their porWolio over Cme. A graph and table will populate once you select an exposure type in the account drop-‐down menu.
The Historical Trends reporCng provides the ability to evaluate changes to porWolio characterisCcs over a given period of Cme. A line graph will populate based on the selected data points, period interval, and Cme period.
