What is PortfolioScience RiskAPI?
RiskAPI is an on-demand risk engine in the cloud designed for hedge funds, broker-dealers, commodity producers, and other financial institutions. It provides comprehensive portfolio risk analysis through features like multi-model Value at Risk (VaR), exposure analysis, stress testing, and options and fixed income analytics. The tool supports multi-currency and multi-period calculations with broad instrument coverage across various asset classes and regions.
Available as an Add-In for Excel, an Enterprise API, and a Reporting service, RiskAPI enables rapid implementation of risk management solutions. It uses AI to deliver dynamic risk assessments, helping portfolio managers, traders, and risk managers identify and analyze market risks efficiently. The system is accessible via programming frameworks such as .Net, Java, Python, and REST, making it versatile for different technical environments.
Features
- Multi-model Value at Risk (VaR): Includes parametric, historical simulation, and Monte Carlo methods for portfolio, position, and component analysis, with Conditional VaR/ETL.
- Exposure Analysis/Benchmarking: Calculates beta, correlation, alpha, and other metrics against thousands of indexes, baskets, and portfolios, with multi-currency and multi-period support.
- Stress Testing: Performs scenario analysis, instantaneous shocks, and single or multi-dimensional stress tests for risk assessment.
- Options & Fixed Income Analytics: Offers a spectrum of pricing models, sensitivity analysis, and valuation for financial instruments.
- API-driven Cloud Engine: Provides high-performance risk calculations accessible via distributed API with support for .Net, Java, Python, and REST frameworks.
Use Cases
- Portfolio risk management for hedge funds and investment firms.
- Stress testing and scenario analysis for regulatory compliance.
- Exposure analysis and benchmarking against market indexes.
- Valuation and analytics for options and fixed income securities.
- Automated risk reporting for broker-dealers and commodity producers.
