RiskAPI Add-In

The RiskAPI Add-In developed by PortfolioScience is a software tool that seamlessly integrates Excel spreadsheets with a remote, data-driven risk engine. This solution empowers users to generate comprehensive portfolio risk calculations directly within Excel, catering to the needs of hedge funds, broker-dealers, commodity producers, reporting providers, OMS/EMS, ETRMs, and other relevant industries. The RiskAPI Add-In is specifically designed for portfolio managers, traders, risk managers, and professionals in the hedge fund and broker-dealer sectors.

Key Features

Multi-model VaR: The RiskAPI Add-In offers users the flexibility to assess portfolio risk using various Value at Risk (VaR) models, including volatility-based, delta-normal, historical simulation, decayed historical simulation, and Monte Carlo.

Stress Testing: Users can perform scenario analysis and apply instantaneous shocks to evaluate the impact on portfolio risk using the stress testing functionality of the Add-In. It supports single and multi-dimensional stress tests, as well as single and multi-factor stress tests.

Options Pricing, Analytics, and Risk: The Add-In provides a wide range of options pricing models, along with sensitivity analysis and valuation. Users can analyze options contracts, calculate Greeks (sensitivities), and assess the risk associated with options positions.

Fixed Income Valuation, Analytics, and Risk: The Add-In includes comprehensive fixed income valuation and analytics capabilities, enabling users to analyze and assess the risk associated with fixed income securities. It offers tools for pricing fixed income instruments, calculating yield measures, and analyzing duration and convexity.

Full Integration into Excel: The RiskAPI Add-In seamlessly integrates into Excel, providing users with direct access to risk analysis functionalities within their spreadsheets. It offers easily accessible menus, worksheet formulas, VBA macros, and automated keywords for generating risk calculations.

Models, Data, and Computing Power Included: The Add-In comes bundled with all the necessary models, data, and computing power required for risk analysis. Users can leverage these resources to generate comprehensive risk calculations without the need for additional data or computing infrastructure.

Data Security and Encryption: The RiskAPI Add-In ensures data security by encrypting all communication between the Add-In and the remote risk engine, providing a secure environment for performing risk analysis and protecting sensitive portfolio information.

Global Asset Class Coverage: The Add-In offers global coverage, supporting a wide range of asset classes, including global equities, equity options, global futures and options (including OTC and exotics), currencies, metals, and crypto-currencies.

User-Friendly Interface: The RiskAPI Add-In provides a user-friendly interface that allows users to easily navigate and access various risk analysis functionalities. It offers intuitive menus and tools for configuring risk calculations and generating reports.

Flexible Configuration: Users can customize risk calculations based on their specific requirements. The Add-In allows for easy parameter and input customization, tailoring the risk analysis to align with portfolio characteristics and risk management strategies.