Wide range of risk information

… calculated in real time on various levels

Risk

Our risk engine calculates a wide range of risk information in portfolios and positions based on pricings and transactions. The risk engine calculates volatility, value at risk, conditional value at risk, duration, modified duration, basis point value, sharpe ratio, sortino ratio and other risk figures. All calculations are done in real time either on portfolio level or position level. For ex-ante risk projection you can use our monte carlo and scenario analysis.

Ex post

 

The calculation of historical ex post risk KPIs is based on our high performance engine. Based on transactions and prices, the risk engine module calculates many risk figures. You can parametrize the calculation freely regarding time range and effective date. The risk engine calculates volatility, value at risk, conditional value at risk, duration, modified duration, basis point value, sharpe ratio, sortino ratio and other risk figures.

Click here for details

Ex ante

 

Ex ante risk estimations can be calculated statistically based on the assumption of a normal distribution. The volatility and correlation of historic price series are used to create a statistical model of future developments.

Click here for details

Monte Carlo simulation

 

Our Monte Carlo simulation can be used to simulate future expectations of risk and return. The calculations provide estimates for different confidence levels.

Click here for details

Get in touch

Digital Wealth Management and other digital services will radically change personal investment. Find out how our high performance portfolio management APIs deliver the functionality, the speed and the flexibility for your next innovation.  
aixigo AG
Karl-Friedrich-Straße 68
52072 Aachen
Germany
Phone  +49 (0)241 55 97 09 0
Fax  +49 (0)241 55 97 09 0
Mail solutions@aixigo.de