Portfolio Branches
Annual loss volatility and portfolio weight
| # | Branch | Volatility M€ | Weight % |
|---|
Pairwise Correlation
Correlation matrix used for portfolio aggregation
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Configure portfolio and compute
Edit branches and correlations,
then click ▶ Compute Coherence.
then click ▶ Compute Coherence.
Calculated portfolio
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portfolio phase coherence
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M€ · baseline capital
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M€ · wave-corrected capital
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M€ · ORSA adjustment
Decoherence gauge
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Portfolio coherence index
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SCR comparison — three regimes
| Model | Portfolio volatility | SCR 99.5% | Notes |
|---|
Branch volatility M€
SCR by coherence index
Wave-Mechanical Interpretation
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