RiskAPI: Portfolio Risk Management

Portfolio Risk Management Made Easy

RiskAPI: Bundled Data, Computing Power, & Analytics

The RiskAPI software as a service includes all the historical data, computing power and mathematics needed to generate sophisticated portfolio and position-level risk analytics. Using any of several operating environments (such as Excel) users can easily set up a robust, systematic, and thorough risk management infrastructure for their hedge fund.

Available Portfolio Analytics Include:

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

  • 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:

  • Excel via the RiskAPI Add-In
  • .Net, Java, Python, and Rest via RiskAPI Enterprise
  • PDF and CSV reports via RiskAPI Enterprise Reporting