VaRDecomposition

stable

Value at Risk decomposition by risk driver with contribution bars and diversification benefit

import { VaRDecomposition } from "@danagraph/design-system/finance"

Value at Risk Decomposition

95% confidence · 1-day

$4.25M

FX Risk

$2.10M49.4%

Interest Rate

$1.40M32.9%

Credit Spread

$650.00K15.3%

Commodity

$380.00K8.9%

Diversification

$280.00K-6.6%

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Props

Prop	Type	Default	Description
`totalVaR`req	`number`	—	Total VaR amount
`confidenceLevel`req	`number`	—	Confidence level (e.g. 95)
`drivers`req	`VaRDriver[]`	—	Risk factor contributions

totalVaRrequired

Type numberDefault —

Total VaR amount

confidenceLevelrequired

Type numberDefault —

Confidence level (e.g. 95)

driversrequired

Type VaRDriver[]Default —

Risk factor contributions

MobileStacks / Scroll

Decomposition chart/table activates h-scroll on narrow viewports.

Design Rationale

This component was designed to express:

Risk metric display with confidence interval and severity bar

Aggregated position card showing balance, period change, and severity

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