RiskAPI: 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.

Available Portfolio Analytics Include:

RiskAPI offers global coverage across multiple asset classes including equities, options, futures, currencies and fixed income. The service includes:

  • 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.

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