PORTFOLIO TOOLS

NPRA-Compliant Portfolio Risk Assessment

Calculate portfolio risk metrics compliant with NPRA regulations for Ghanaian markets

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Portfolio Risk Calculator

Select a risk metric and enter portfolio details to assess risk per NPRA guidelines.

Choose the risk metric to calculate.
Max 75% per NPRA; exempt up to 5% Green Bonds.
Max 25% per NPRA.
Max 20% per NPRA.
Max 35% per NPRA.
Max 35% per NPRA; exempt up to 5% Green Bonds.
Max 15% per NPRA.
Max 25% per NPRA.
Max 5% per NPRA.
Up to 5% exempt from Government and Corporate Debt limits.
Total portfolio value in Ghanaian Cedi (GHS).
Expected market return (e.g., Ghana Stock Exchange).
Standard deviation of market returns.
Return of the benchmark (e.g., Ghana T-Bill index).
Standard deviation of benchmark returns.
Standard deviation of negative portfolio returns.
Highest historical portfolio value.
Lowest historical portfolio value.

How to Use the Portfolio Risk Calculator

Follow these steps to assess portfolio risk compliant with NPRA guidelines.

  1. Select Risk Metric

    Choose a risk metric from the dropdown (e.g., Volatility, Sharpe Ratio, VaR).

  2. Enter Portfolio Allocations

    Input percentage allocations for each asset class, ensuring compliance with NPRA limits.

  3. Provide Market and Portfolio Data

    Enter portfolio value, market return, volatility, benchmark return, peak, and trough values.

  4. Calculate and Review

    Click “Calculate” to compute the selected risk metric and review the results.

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