Portfolio selection and reporting

The VaR system must provide flexible and powerful facilities to select deals and
portfolios for analysis. This is conveniently done using relational database technology.
This allows the users to ‘slice and dice’ the portfolio across a number of different
axes, e.g. by trader, currency, etc. It will be convenient to have persistent storage of
the database queries that define these portfolios. Many institutions will want to
produce a daily report of VaR broken out by sub-portfolios.