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Portfolios

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Portfolios are the middle level data structure in Slope Software. They provide a way to group together multiple products into a single unit within the model projections and perform additional calculations on the aggregated results. Additionally, Portfolios are the level at which investment strategies and new business are implemented which controls how assets are bought and sold and how new sales of liabilities are modeled.

 

Portfolio Variables

Portfolio variables are defined within the Portfolio details page using the Formula Builder. The portfolio variables allow users to define calculations to be performed at the portfolio level during projections.  These calculations have access to many of the same functions as the Product level calculations, but there are a few differences. 
  1. Portfolio calculations cannot read individual model point results or model point file data
  2. Portfolio calculations CAN read aggregated product results, but only from product calculations where an aggregation type has been specified.

When a new Portfolio is created by clicking on the orange Create New Portfolio button in the upper right hand corner of the Portfolio screen, the following variables are pre-populated. Each of these variable defaults to a value of zero and can be edited to reflect the specific calculations that apply to a particular model.

Asset Purchase Amount -  During investment, this variable indicates the total amount of assets to purchase.

Asset Sales Amount - During investment, this variable indicates the total amount of assets to sell.

Cash Before Investment - Before investment begins, this represents the amount of cash on hand available.

New Business Sales Amount - During the processing of new business, this variable is used relative to the model point allocation field to scale the model points during creation.

 

 

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