GREENWICH, CT AND LONDON, UK -- (August 15th, 2024) – PortfolioScience, a leading provider of on-demand risk management systems, today announced that KRM22 Group, a leading provider of corporate and trading risk solutions, has selected the company’s RiskAPI® platform to power Value at Risk calculations in its Risk Manager application. RiskAPI is a cloud-based, on-demand portfolio risk analysis service that includes coverage of global equities, options, currencies, and fixed income, as well as global physical, listed and OTC commodity derivatives. KRM22 Risk Manager is a web-based GUI that allows firms to achieve trading control by bringing real-time P&L & exchange margin, Parameterized Stress Risk and Value at Risk (VaR) alongside each other with other account credit metrics in one place.

"We are delighted to have partnered with Portfolio Science’s RiskAPI® to bring full Value at Risk (VaR) calculations on account portfolios alongside KRM22's real-time P&L, margin and stress results. This will allow risk managers full visibility across their client portfolios in one place. Which, when combined with the integration to KRM22 Limits Manager, allows full control of trading activity in a first for our industry", said Dan Carter, KRM22 CEO.

“The risk management requirements of the sell-side brokerages served by KRM22 are challenging and complex. We are pleased that they selected RiskAPI to power the VaR calculations available in the Risk Manager product with dynamic quantitative risk calculations”, said Ittai Korin, PortfolioScience’s founder and President.

RiskAPI offers a full range of multi-model Value at Risk, stress-testing and other quantitative analysis features, allowing execution providers, proprietary traders, asset managers, hedge funds, and commodity producers to easily generate dynamic risk calculations through multiple levels. The cloud-based API service includes all data, computing, and analytics across a wide range of global equity, option, futures, FX, and fixed income markets, making it easier than ever for both sell-side and buy-side market participants to implement a comprehensive risk analysis infrastructure.

KRM22 Risk Manager helps firms achieve trading control through effective risk management monitoring. View Real-time P&L, Real-time Margin, Value at Risk (VaR) Calculations and Parameterized Stress Risk alongside account credit in one detailed time series chart. These indicators can be used in ratios and metrics to grade and determine the financial health of any trading entity. Allowing users to drill into each indicator and perform analytics and take actions, including triggering alerts and messages to KRM22’s Limit Manager to help control and even halt trading activities.

About KRM22 Group

KRM22 is a closed-ended investment company which listed on AIM on 30 April 2018. The Company has been established with the objective of creating value for its investors through the investment in, and subsequent growth and development of, target companies in the technology and software sector, with a focus on risk management in capital markets.

Through its investments and the Global Risk Platform, KRM22 helps capital market companies reduce the cost and complexity of risk management. The Global Risk Platform provides applications to help address firms' trading and corporate risk challenges and to manage their entire enterprise risk profile. Capital markets companies' partner with KRM22 to optimise risk management systems and processes, improving profitability and expanding opportunities to increase portfolio returns by leveraging risk as alpha.

KRM22 plc is listed on AIM and the Group is headquartered in London, with offices in several of the world's major financial centres.

Further information on KRM22 is available at https://www.krm22.com

About PortfolioScience

PortfolioScience specializes in risk management technology for financial institutions, investment services, financial advisors, hedge funds, and commodity producers. The company's cloud-based RiskAPI® service allows fund managers, advisors, and traders, as well as both buy-side and sell-side market participants to access powerful risk analysis capabilities on demand. RiskAPI includes all required data, computing, and infrastructure resulting in a complete end-to-end risk analysis solution.

Further information on PortfolioScience is available at https://www.portfolioscience.com

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