Exposures

Much like the term risk, exposures can refer to several financial metrics

• market value weight (%MV) of a security
• notional market value weight (%NMV) of a security (most often used in the context of derivatives)
• the amount of risk sensitivity such as DV01, or KRD01 in either monetary or duration terms

Applications

Green Package (GP)

GP is the original start-of-day risk and exposure suite, allowing custom and highly configurable reports to be built and delivered as an end result of the overnight production process. Although GP reports can display a wide range of data points, reports must be configured (by UUU service desk employees) before deployment to specific URLs, and offer only a basic level of user-interactivity.

The primary use case is to display portfolio and benchmark positioning and risk metrics, but can also display portfolio group level information with click-through/drill-down to portfolio and sectors. In addition to this, GP can be configured to show non portfolio level position data: such as user group information, permissions, and compliance.

Explore

Explore is web application that is able to display much of the same risk and exposure portfolio and benchmark data as does GP, but is highly interactive and user-configurable. In users’ workspaces, reports can be constructed using both tabular and graphical widgets that in many cases can replicate the standard GP reports - but without the reliance on UUU service desk resources.