RiskAPI® Equity Factor Model

A fundamental US Equity Factor model driving a spectrum of risk and exposure calculations.

Calculate VaR, exposure, residual risk and per-factor risk decomposition using a holistic fundamental factor model. Accessible via a dynamic API, securely hosted in the cloud and available on-demand.

Learn More


  • Factor Value at Risk (VaR)
  • Factor VaR decomposition
  • Factor Component VaR
  • Portfolio and Position Factor loadings
  • Residual Exposure measurement
  • Factor Historical Performance
  • Fully integrated into RiskAPI
  • Access via API Interface
  • Available via .Net, Java, Python, or REST
  • Dynamic and responsive
  • Encrypted, stateless, and secure