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RiskAPI
Time to Manage Your Risk

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.

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.

Hedge Fund Risk Management Software

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:

Hedge Fund Risk Reporting

Together with our service provider partners, PortfolioScience offers all-in-one risk reporting packages that provide complete risk reporting solutions. Features include:

  • Daily portfolio risk reports
  • Consolidated as well as detailed sub-portfolio reporting of risk and exposures
  • Historical reporting of fund risk and exposure over time

 

For more information or to set up a live, interactive demo of our dynamic hedge fund risk management service please contact us at: This email 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)

Asset Coverage

Global Equities
Equity Options
Global Futures
Futures Options
Currencies
Fixed Income

Hosted Service

RiskAPI runs securely in the cloud, while still being fully dynamic and customizable. Analytics, data, and computing power are all included.