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| The Wrapper™ | |
| The Wrapper segregates all securities into 2 files: the Sector File containing all potential sector baskets and their hedges and the All Other File containing other securities. Different scenarios are run, including three on the Sector File, three on the All Other File and three on the original position file. Each Sector File result is also combined with each All Other File result. The scenario that results in the LOWEST haircut is selected and presented to the user. The system works in conjunction with the Risk Based Haircut system and the Basket Weaver™ module. Wrapper Fact Sheet | |
To download fact sheets and manuals, right click on the link and choose 'Save Target As...'.
To view the PDF versions of the fact sheets and manuals, you need to download and install Adobe Acrobat Reader.
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LDB Consulting, Incorporated
P.O. Box 512, Valparaiso, IN 46384-0512
Phone: (219) 477-1928 Fax: (219) 531-2643
Questions or Comments? Email CapComp@att.net