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Stress Test Report

The Stress Test report lets you see the change in the Profit and Loss (PNL) of your positions if the underlying price of each of your positions declines by 10%, 20% and 30% and independently increases by 10%, 20% and 30%.

For more information on the Stress Test Report, see Using the Stress Test Report.

Who can access the Stress Test report?

• Individual, Joint, Trust or IRA Account User
• Small Business Account User
• Friends and Family Group Master or Client
• Advisor Master
• Advisor Client
• Proprietary Trading Group Master
• Proprietary Trading Group Sub Account User
• Broker Master (master account only)
• Broker Fully Disclosed Client
• Investment Manager Master
• Fund

To generate a Stress Test report

1. Click Reports > Other Reports.
2. If you manage or maintain multiple accounts, the Account Selector opens. Search for and select the account whose account alias you want to change.

   The Other Reports screen opens.

   

3. Select Stress Test from the Report Type drop-down. Stress Test report settings appear.

   

4. In the Date field, select the date for the report.
5. Click Run Report. Click Reset to return to the Other Reports screen.

Using the Stress Test Summary Report

The Stress Test Summary report lets you see the change in the PNL of your positions if the underlying price of each of your positions declines by 3%, 5%, 10%, 20% and 30% and independently increases by 3%, 5%, 10%, 20% and 30%. The results are based on theoretical pricing models and do not take into account coincidental changes in volatility or other variables that affect derivative prices.

The report shows:

• The Net Liquidation Value (NLV) of your account on the close, in USD.
• The cash balance of your account, in USD.
• Equity of all stock and derivatives, equity index derivatives and mutual funds, with P&L (displayed as “PNL” in the report) in USD.

To use the report, click the radio button that corresponds to the up or down price change you want to see (+/- 3, 5, 10, 20 or 30%). The PNL for each position is updated by the selected percentage.

Certain positions are shown in the report but not valued under the stress scenarios of -30%/+30% changes in the underlying price. You must evaluate your own risk for these positions and include them in the totals provided.

For more information

• Stress Test Report Reference