ELPRC3

Summary

The ELPRC3 function provides you with the PRC of a single or a range of assets. the PRC can be based either on the global or asia methodology. The grade includes a market, credit and liquidity risk portion which can be displayed.

Examples

=ELPRC3("US0378331005")

Retrieves the adjusted PRC of an Apple share using the default methodology which is the global one.

=ELPRC3(A2:A10, "global")

Retrieves the adjusted PRC for a list of assets using the methodology "global".

=ELPRC3("US0378331005", "asia", {"raw", "stabilized", "adjusted"}, "TRUE", "TRUE", "TRUE")

Retrieves the raw, stabilized and adjusted PRCs for an Apple share using the 'asia' methodology, displaying the model used to compute the grade, along with the PRC decomposition into market, credit, and liquidity risk buckets and their corresponding weights.

US0378331005	Raw	Stabilized	Adjusted	Market prc	Liquidity prc	Credit prc	Market weight	Liquidity weight	Credit weight	Model
	3.24027	3	3	5.00994	1.00614	1.53184	0.53483	0.28872	0.17643	computed

Syntax

ELPRC3(assetIds[], methodology, prc[], components, model, headers)

Argument name	Default	Description
assetIds		Single or multiple asset identifiers (ISIN, FIGI, currency ISO, Edgelab ID).
methodology	global	Optional field defining the methodology to be used for risk classification, can be "global" or "asia"
prc	adjusted	Optional field defining the PRC value to return, can be "raw", "stabilized" or "adjusted". The "raw" PRC corresponds to the weighted sum of market, credit and liquidity grades.
components	FALSE	Optional field showing the details of the PRC composition, can be "FALSE" or "TRUE"
model	FALSE	Optional field showing the model used to compute the adjusted PRC, can be "FALSE" or "TRUE"
headers	FALSE	Optional field showing the header of the response can be "FALSE" or "TRUE"

To benefit from this feature please contact our sales representatives by sending an email to sales@evooq.ch.