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RiskAPI
Time to Manage Your Risk

RiskAPI® Enterprise

Integrate powerful risk analysis features into your existing framework.

RiskAPI is a programmable, hosted service delivered as a remote API that allows financial services & funds to access the PortfolioScience proprietary Risk Analysis Engine, thereby achieving robust risk analysis functionality virtually overnight.

Seamless Integration via Either Java or .Net:

.Net Enterprise Client:

The RiskAPI .Net Enterprise client offers simple, standardized access to the RiskAPI service via a .Net dll which exposes native C# & VB.net methods and parameters.

Java Enterprise Client:

The RiskAPI Java Enterprise client offers simple, standardized access to the RiskAPI service via a jar-packaged Java object which exposes native Java language methods and parameters.

For Service Providers

Are you a prime broker, execution broker, or fund administrator looking to provide your clients with risk management functionality? With the RiskAPI Enterprise service, you can seamlessly integrate a whole spectrum of exposure calculations into your existing framework.

Rapidly add sophisticated portfolio risk analysis into your current reporting application. Easily encapsulate powerful functionality without the need for computing power, historical data, or ongoing data feed management - it's all handled by RiskAPI. Since our service is a pure calculation feed, you can completely private label a whole suite of analysis tools, offering dynamic analysis, static reports, or ad-hoc calculation features.

For Funds

Create a powerful internal exposure analysis application. Looking to apply RiskAPI across multiple portfolios in a systematic, automated manner? The RiskAPI Enterprise license allows you to build an in-house risk management application that will reach above and beyond a desktop solution: database historical results, combine analysis with multiple data feeds, take advantage of server level automation. With low level programmatic access, this license lets you build a custom risk app to suit your organization's specific needs.

Analytics:

  • Multi-model Value at Risk (VaR) - Parametric, Historical Simulation, Monte Carlo and more.
  • VaR decomposition - coherent, sub-additive component VaR, as well as Marginal VaR and Incremental VaR.
  • Expected Tail Loss - 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.
  • Stress-testing - hypothetical index moves, underlying asset shocks, volatility spikes, and historical scenario analysis.

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.

  • Equities

    Coverage of every
    global equity market.

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  • Equity Options

    Listed and OTC
    coverage with full
    analytics .

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  • Futures

    Includes every futures
    exchange in the world.

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  • FX

    Analysis of
    all global currency pairs.

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  • Futures Options

    Listed and OTC
    data coverage + analytics.

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  • FX Options

    Full valuation of OTC
    currency pair contracts.

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  • Sovereign Debt

    Global treasuries and
    sovereign bonds.

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  • Corporate Bonds

    Global corporate
    bonds.

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  • Interest Rate Swaps

    Full valuation along with
    high-performance analysis.

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