Portfolio

Selection of automated reporting tools, dashboards, and risk systems designed and built with Excel, VBA, Bloomberg API and FactSet.

Long Short Evolution
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Long/Short Positions

Interactive control panel to monitor a fixed income portfolio, with a focus on the long/short exposure.

Net Positions
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Weight and Duration Exposure

Weight and duration exposure of a fixed income portfolio, ranked by credit quality.

Performance Dashboard
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Portfolio Performance Dashboard

Fixed income performance attribution by strategy and credit quality.

VaR Analysis
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VaR Analysis & Risk Split

Portfolio value at Risk monitor, split by incremental VaR categories.

Incremental VaR
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VaR and iVar Breakdown

VaR and iVaR decomposition of the portfolio.

ESG Metrics
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ESG Metrics

Automated reporting system comparing ESG metrics of the fund vs the benchmark in time.