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Portfolio Risk

Real-time risk analysis at the portfolio level.

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Cboe Hanweck’s Portfolio Risk Analytics converges our Options Analytics’ real-time security level risk data and scenarios with client portfolio data and client preferred risk models. Our solution applies market data and position risk exposure data to the updating client portfolio to generate risk results.

  • Portfolio Margin Risk.
  • Scenario and Historical Value-at-Risk (VaR).
  • Covariance or Factor Model (e.g., Barra type models).

Cboe Hanweck’s solution can flexibly integrate with client position systems in order to maintain the current state of client portfolios.

  • High-performance service to meet the full range of real-time needs.
  • Pre-trade applications including risk checks and what-if analysis.
  • Post-trade risk summary and analysis.

Exposures

Generates real-time portfolio net security or factor/group exposures.

  • Applies Cboe Hanweck Options Analytics and additional security level sensitivities.
  • Generates real-time portfolio net security or factor/group exposures.

Scenario and Simulation or Parametric and Factor Risk

Integrates with:

  • Cboe Historical Data.
  • Other sources for simulation-based risk.
  • Proprietary and commercial risk models for parametric, factor-based solutions.

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The information in this webpage is provided for general education and information purposes only. No statement(s) within this webpage should be construed as a recommendation to buy or sell a security or futures contract, as applicable or to provide investment advice. Supporting documentation for any claims, comparisons, statistics or other technical data in this webpage is available by contacting Cboe Global Markets at www.cboe.com/contact.

Options involve risk and are not suitable for all investors. Prior to buying or selling an option, a person must receive a copy of “Characteristics and Risks of Standardized Options.” Copies are available from your broker or from The Options Clearing Corporation at 125 South Franklin Street, Suite 1200, Chicago, IL 60606 or at www.theocc.com.

Brokerage firms may require customers to post higher margins than the minimum margins specified in this webpage.