make me a list of kpi's for a portfolio management system
Operational Efficiency
Risk Management
- Calculate standard deviation of portfolio returns
- Analyze historical volatility trends
- Compare portfolio volatility to benchmark
- Calculate tracking error against benchmark index
- Review sources of tracking error
- Implement strategies to minimize tracking error
- Determine VaR at various confidence levels
- Monitor VaR limits
- Review VaR methodology for accuracy
- Perform stress tests on portfolio
- Analyze impact of extreme market scenarios
- Implement risk mitigation strategies based on stress test results
- Calculate correlation coefficients with relevant market indices
- Identify diversification benefits
- Adjust portfolio allocations based on correlation analysis
- Develop scenarios for different market shock events
- Assess portfolio performance under each scenario
- Adjust risk management strategies based on scenario analysis
- Evaluate counterparty creditworthiness
- Monitor exposure to counterparty risk
- Implement measures to mitigate counterparty risk
- Analyze liquidity ratios and metrics
- Monitor cash flows and liquidity positions
- Implement liquidity risk management strategies
- Assess credit quality of portfolio holdings
- Monitor credit ratings and default probabilities
- Implement credit risk mitigation techniques
- Identify potential operational risks in portfolio management
- Implement controls to mitigate operational risks
- Develop contingency plans for operational disruptions
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