Hedge Fund 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.
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| Sample risk reports generated by PortfolioScience partner ATA RiskStation using RiskAPI (click to see full report samples and demo) |
Available Analytics Include:
- 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 software solution for your hedge fund
The RiskAPI system (Risk Application Programming Interface) is an on-demand, dynamic risk management software as a 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 Framework via RiskAPI Enterprise
- Java via RiskAPI Enterprise
For more information or to set up a live, interactive demo of our dynamic hedge fund risk management service please contact us at: This e-mail address is being protected from spambots. You need JavaScript enabled to view it or call 1-866-RISKAPI (1-866-747-5274, +1 646-472-7972)
