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RiskAPI
Time to Manage Your Risk

Portfolio Risk Analytics

RiskAPI: Bundled Data, Computing Power, & Portfolio Analytics

The RiskAPI service includes all the historical data, computing power and mathematics needed to generate sophisticated portfolio risk analytics as well as sub-portfolio and position-level analytics. Using any of several operating environments (such as Excel, .Net, and Java) users & developers can easily set up a robust, systematic, and thorough risk management infrastructure for either buy-side or sell-side entities (hedge funds, execution providers, prime brokers, fund administrators and more)

Available Portfolio Analytics Include:

  • Multi-model Value at Risk (VaR) - Volatility based, Delta-Normal, Historical Simulation, Decayed Historical Simulation, Monte Carlo and more.
  • Stress-testing with full revaluation along multiple scenario inputs: spot, volatility, interest rate, and market shocks.
  • VaR decomposition - coherent, sub-additive component VaR, as well as Marginal VaR and Incremental VaR.
  • Expected Tail Loss (ETL/Conditional VaR) - analysis of tail events/tail loss.
  • Advanced volatility analysis - EWMA volatility, as well as GARCH.
  • Sophisticated Options Analytics - Sensitivities (all "greeks", as well as on-the-fly implied volatility calculations).
  • Correlation & Covariance Matrix analysis.

A complete risk management infrastructure for your hedge fund

The RiskAPI system (Risk Application Programming Interface) is an on-demand, dynamic risk management service that allows hedge funds to quickly and easily run risk analysis calculations on positions and portfolios. The system includes all data, computing power, and models bundled into a remote software API, making rapid generation of risk-reporting simple and affordable.

RiskAPI offers global coverage across multiple asset classes including equities, options, futures, currencies and fixed income. The service is accessible via multiple environments:

 

For more information or to set up a live, interactive demo please contact us at: This email address is being protected from spambots. You need JavaScript enabled to view it. or call 1-866-RISKAPI (1-866-747-5274, +1 646-472-7972)

Asset Coverage

Global Equities
Equity Options
Global Futures
Futures Options
Currencies
Fixed Income

Hosted Service

RiskAPI runs securely in the cloud, while still being fully dynamic and customizable. Analytics, data, and computing power are all included.