Excel Workbooks

Risk and Performance Measures

Examples

Files illustrating the use of functions come with the Navigator spreadsheet, which provides a list of outputs, inputs of market data, the names of the functions used in the file and their descriptions. Clicking on the function name will bring you to the relevant cells in the required spreadsheet. Following is an example from the GIA_RPM_Examples_2 file (the column showing the functions' descriptions is not shown here).

Example of Navigator worksheet in risk and performance measures workbook

Most spreadsheets share the same structure. They consist of three sections:

Calculation Settings
Historical Prices
Results

We will demonstrate this using the Volatility1 spreadsheet from the file GIA_RPM_Examples_2:

Example of Calculation Settings in risk and performance measures workbook

Templates

This group of workbooks illustrate the examples of implementations and can serve as the basis for further developments and adjustments.