Limit analysis
Portfolio limit analysis helps you ensure that portfolio holdings are in line with investment objectives, regulatory requirements, or allocation guidelines. You can check portfolio limits post-trade or pre-trade (before executing trade orders, or before proceeding with a particular trade order).
You can use limit analysis to check:
One-day values you can get out of Analytics+, such as market value, amount, or exposure, against the thresholds defined in the limit.
Values you store in the portfolio's custom fields against the thresholds defined in the limit.
Portfolio holdings against the strategy, investment plan, or model portfolio maintained in the Portfolio window.
Portfolio's investment plan against the portfolio limits maintained in the Portfolio window.
To use limit analysis, set up limit definitions and link them to your portfolios (see Set up limit definitions and Link limit definitions to portfolios). You can use limits to:
Analyse portfolio holdings against limits. For instructions, see Analyze portfolio limits. If some limits are broken and you want to find out why, follow the steps in Backtrack analyzed values. To automate limit checks, see Automate limit analysis
Analyse portfolio's investment plan. For instructions, see Analyze investment plan against portfolio limits.
Monitor limit status across multiple portfolios in the system. For instructions, see Monitor limit status.
Follow the history of limit analyses that were run before: see Follow historical limits.
Generate Limit report with the limit statuses on your portfolios: see Generate limit report.