The RiskAPI Add-In: VaR in Excel
The RiskAPI Add-In is an Excel component that uses the PortfolioScience remote risk engine to easily calculate Value at Risk and other portfolio risk calculations in any spreadsheet.
Instantly calculate VaR in Excel on positions and portfolios without entering any market data. The RiskAPI service includes all historical pricing required.
Calculate multi-model VaR quickly via simple drop-down menus, worksheet formulas, Excel VBA macros, and automated keywords. Models available are: Parametric, Monte Carlo, Historical Simulation, and more. Easily control time horizon, historical data, confidence levels, decay and other crucial parameters.
The Add-In harnesses market data and computing power from the RiskAPI service, allowing users to quickly and easily produce portfolio risk calculation results with nothing but symbol and quantity inputs only.
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