Portfolio Stress Testing
Portfolio Stress Testing Made Easy With RiskAPI
Easily perform robust portfolio stress testing with the RiskAPI Add-In
The RiskAPI Add-In is an installable Excel Add In that allows spreadsheets to communicate with the remote RiskAPI (Risk Application Programming) service. The Add-In seamlessly integrates with Excel to allow users to execute a full array of portfolio stress testing and other risk calculations on multi-asset positions and portfolios in the Excel environment.
Portfolio Stress Testing Features:
- Shocks to underlying asset prices
- Volatility-based stress scenarios
- Simultaneous underlying asset and implied volatility shock analysis
- Stress-testing against hypothetical index or basket moves
- Full model-driven position valuation across cash, future, and option positions
- Multi-model, multi-asset, multi-currency coverage
- Historical data scenario analysis
Data, Computing Power, and Analytics Included
Users download and install the RiskAPI Add-In installation package. After running the setup program, an extra menu, a set of worksheet formulas, and a collection of VB macros are added to the Excel environment.
Users can then make calculation requests on portfolio symbols and quantities (such as stock tickers, option symbols, and futures contract codes) to generate a whole range of risk analysis calculations such as Value at Risk, volatility, correlation, and more. The Add-In communicates securely with the remote RiskAPI service which includes all the historical data, computing power and mathematics needed to generate risk calculation results.
The RiskAPI Add-In works within the Excel environment which means you can quickly set up a risk infrastructure for your fund: download positions from your prime broker, administrator, OMS, or accounting system into a spreadsheet and you are ready to calculate Value at Risk in Excel- no back-office integration necessary!