SCR Calculator User Manual

Version Last modified 2024-3-21

The 'New' Tab

The 'New' tab was imported simultaneously when the user clicked the 'Import BBG Input' button in the 'Current' tab. It looks like the following:

It has almost exactly the same layout as the 'Current' tab, except:

  • It represents the investible universe which is usually a lot larger than the current portfolio. The top-right corner Count box shows that there are 4117 bonds in our example case.
  • Set upper bound per asset represents the upper bound allocation to any single asset in the target portfolio. The default value is 2.5% which is unrelated to index weights in the new, investible universe.