Risk Analysis

RiskAPI: Risk Analysis from PortfolioScience:

Using RiskAPI, an advanced XML-based remote programming interface, PortfolioScience has created a unique software service that allows users to access powerful, managed calculation resources from within their existing environments.

Integrate sophisticated portfolio Risk Analysis into your existing environment. Access a full range of analysis tools - VAR, Correlation, Beta, plus other powerful calculation features - all within your existing framework. Looking for a powerful out-of-the box risk management solution? With one simple & affordable addition, achieve just that - plus avoid integration expense and the need to learn complicated and costly third party software.

Description

RiskAPI is a programmable interface that allows financial services & funds to access the PortfolioScience proprietary Risk Analysis Engine, thereby achieving robust risk analysis functionality virtually overnight.

Web

Add sophisticated risk management capabilities to your existing financial application or service. Integrate the features of RiskAPI fully within your organization's framework. Make RiskAPI technology available, privately labeled, to your existing client base. The RiskAPI web license lets you build a comprehensive risk tool set without incurring development costs, handling data feeds, or maintaining hardware.

Enterprise

Create a powerful internal exposure analysis application. Looking to apply RiskAPI across multiple portfolios in a systematic, automated manner? The RiskAPI Enterprise license allows you to build an in-house risk management application that will reach above and beyond a desktop solution: database historical results, combine analysis with multiple data feeds, take advantage of server level automation. With low level programmatic access, this license lets you build a custom risk app to suit your organization's specific needs.

Features:

• Up to 500 positions per analysis request.
• Value at Risk, Correlation Matrices, Variance/Covariance Matrices, Beta and more...
• Integrated on-sheet functions calls.
• Asynchronous calculation - advanced RiskAPI architecture results in a stable runtime environment
• Encrypted client-server communication - ensures your portfolio data is secure.

Asset Coverage:

• U.S. equities (NASDAQ, NYSE, AMEX, OTC)
• Canadian equities (TSX, WSX, MSX, COTC)
• European equities (Over 15 countries)
• Mainland Asian equities
• Pacific Rim equities
• Latin American & Caribbean equities
• U.S. listed equity options (AMEX, CBOE, PHLX, ISE, PCX)
• Domestic & international OTC equity options
• Global financial futures & commodities
• Options on global financial futures & commodities
• London metals exchange forwards & options
• Global spot currencies
• Global currency derivatives
• U.S. Treasury Bonds
• U.S. Corporate Bonds
• Options on U.S. Treasury and Corporate Bonds

For Hedge Funds

Set up a risk management infrastructure for your fund in record time and minimum cost. Generate robust risk reports and perform dynamic exposure simulations. Meet both investor and internal requirements for risk control. Avoid costly back office integration.

For Portfolio Managers

Understand your portfolio and position exposure. Benchmark your risk to hundreds of indexes, commodities, or ETF's. Domestic or international, single, or multi-currency. Run optimizations and simulations over flexible data sets to gauge the risk/reward of your holdings. The full on-demand library of quantitative tools within RiskAPI enables thorough exposure analysis.

For Trading Desks

The real-time nature of RiskAPI allows you to measure position risk no matter how many trades you do every day. Instantly generate dynamic VaR, beta, correlation, and more. Deploy RiskAPI to every trader, with maximum efficiency and minimum IT or implementation costs.

RiskAPI provides comprehensive Risk Analysis, to monitor hedge fund risk via calculations like value at risk. This value at risk software service is comprehensive, affordable, and easy to use.