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Hi,
The below data is shown as:
Asset Class | Position | Stress Test Values |
Equity | position1 | -699 |
Equity | position2 | -118 |
Equity | position3 | -972 |
Derivatives | position4 | -870 |
Derivatives | position5 | -63 |
Derivatives | position6 | -884 |
Fixed Income | position7 | -98 |
Fixed Income | position8 | -73 |
Fixed Income | position9 | -242 |
Forex | position10 | -398 |
Forex | position11 | -50 |
Forex | position12 | -659 |
Forex | position13 | -474 |
Commodities | position14 | -190 |
Commodities | position15 | -632 |
Commodities | position16 | -533 |
I want a pivot table to calculate the sum of stress test values only for equity type , derivatives etc separately.
example: for equity I want the summation of position 1 + position 2 + Positiion 3 (I,e = (-699+(-118)+-(-972))
Please help me out.
REgards
Srujana
This is an example ....
Create a Pivot Table
Dimension
[Asset Class]
Position
Expression
IF([Asset Class] = 'Equity',SUM(TOTAL <[Asset Class]> [Stress Test Values]), SUM([Stress Test Values]))
Hi Srujana,
See the attached example.
Create Pivot table
Dimension : [Asset Class]
Expression : Sum([Stress Test Values])
Hi,
you can set a pivot table:
- Asset class as Dimension
- Sum(Stress_test_values) As Expression
HTH,
Regards
Table1:
load * inline
[
Asset Class,Position,Stress Test Values
Equity,position1,-699
Equity,position2,-118
Equity,position3,-972
Derivatives,position4,-870
Derivatives,position5,-63
Derivatives,position6,-884
Fixed Income,position7,-98
Fixed Income,position8,-73
Fixed Income,position9,-242
Forex,position10,-398
Forex,position11,-50
Forex,position12,-659
Forex,position13,-474
Commodities,position14,-190
Commodities,position15,-632
Commodities,position16,-533
];
Use a chart object and select pivot table option
select Asset Class as dimension
create an expression and enter the sum([Stress Test Values])
Thanks everyone. Actually all the answers are correct but I haven't given the whole data.
I have the data as
Asset Class | Stress Test Values | Position | Stress Test Values |
Equity | -1298 | position1 | -264 |
Equity | position2 | -912 | |
Equity | position3 | -122 | |
Derivatives | -2105 | position4 | -960 |
Derivatives | position5 | -509 | |
Derivatives | position6 | -636 | |
Fixed Income | -122 | position7 | -84 |
Fixed Income | position8 | -15 | |
Fixed Income | position9 | -23 | |
Forex | -1843 | position10 | -857 |
Forex | position11 | -287 | |
Forex | position12 | -699 | |
Forex | -1276 | position13 | -450 |
Commodities | position14 | -684 | |
Commodities | position15 | -142 | |
Commodities | -1540 | position16 | -700 |
Equity | position17 | -770 | |
Equity | position18 | -70 | |
Equity | -1708 | position19 | -413 |
Derivatives | position20 | -557 | |
Derivatives | position21 | -738 | |
Derivatives | -2136 | position22 | -888 |
Fixed Income | position23 | -290 | |
Fixed Income | position24 | -958 | |
Fixed Income | -1890 | position25 | -890 |
Forex | position26 | -457 | |
Forex | position27 | -543 | |
Forex | -1311 | position28 | -908 |
Forex | position29 | -148 | |
Commodities | position30 | -255 |
I want the summation of stress test values of equity only for position 1, 2, and 3 and then again if the equity is repeated I want the summation of different positions.
Thank you for helping.
Regards
Srujana
Very confusing description. Can you please upload an excel file with required output?
Hi,
you can get the sum of stress value x class with the following expression:
Sum(Total<[Asset class]> Aggr(Sum([Stress Test Values]),Position))
then you can do another expression to get the sum of stress value x position:
Sum([Stress Test Values])
Regards
please find the attached excel.