EXECUTIVE VIEW · GLASS BOX
Book condition
The book is underhedged by $2.30M.
EFFECTIVENESS
96 → 98
RESIDUAL RISK
$2.48M → $1.40M
LARGEST BUYER
9.3% → 6.9%
RISK BUDGET
129% → 83%
PROTECTION COST
$52.9K → $69.5K
INCREMENTAL COST +$16.6K over current protection · modeled loss −$321.9K → −$207.3K