SCR Calculator User Manual

The 'New' Tab

The 'New' tab is automatically imported alongside the 'Current' tab when the user clicks the Import BBG Input button in the 'Current' tab. It appears as follows:

The layout of the 'New' tab is almost identical to the 'Current' tab, with the following differences:

• It represents the investible universe, which is typically much larger than the current portfolio. In our example, the Count box in the top-right corner indicates there are 4,117 bonds.
• The Set upper bound per asset field specifies the maximum allocation allowed for any single asset in the target portfolio. The default value is 4%, independent of the index weights in the investible universe.