This template computes the marginal contribution to total risk (MCTR) from each position, according to their bucketing within:
● Longs vs. shorts
● Domestic vs. foreign securities
● Options vs. other securities
This template computes the marginal contribution to total risk (MCTR) from each position, according to their bucketing within:
● Longs vs. shorts
● Domestic vs. foreign securities
● Options vs. other securities