The Value at Risk report computes your Value at Risk (VAR) at 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 computation methodology. This report is based on account and, where applicable, subportfolios, and supports consolidated data for Advisor and Broker client accounts.
To generate a Value at Risk Summary report
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Who Can Access the Value at Risk Page?