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Value at Risk Report

The Value at Risk Summary report calculates your Value at Risk (VAR) at a 99, 99.5 and 100% confidence levels using Principle Component Analysis. Because of the complexity of the calculations required, this report is completed overnight and is only available once a day. If you need real-time VAR, use the IB Risk NavigatorSM in Trader Workstation, which uses a simpler calculation.

Access the Value at Risk report in Account Management by clicking Reports > Risk > Value at Risk.

Here is an example of a Value at Risk report.

For more information

• For additional information on how to generate the report, see the Value at Risk topic in the Reporting Guide.