Risk Analysis: RiskEdge
Manage portfolio and single-stock risk. Your way.
RiskEdge helps you generate alpha with unparalleled real-time tools for risk management.
- Aggregate and view risk multi-dimensionally through our a highly customizable, flexible solution enterprise solution.
- Manage large portfolios across multiple accounts, portfolios, strategies and other aggregation groupings in a powerful yet simple and intuitive way.
- Analyze and manage risk in real time at any level, from a firm-wide view to an individual contract.
- Access full historical risk information for business intelligence and reporting.
Screens and Reports
RiskEdge screens and reports help you monitor, scan, visualize, analyze and archive real-time portfolio and single stock risk. Available as in standard and user-defined formats.
- Delta and Gamma hedging tools per underlyer or for a basket of names
- Real-time edge monitoring tools to make position adjustments, sizing and capital allocation decisions
- Historical portfolio risk snapshots and trends for capital allocation decisions, strategy performance analysis, and other business intelligence
- Portfolio constructions tools that can show risk balance or concentration for a portfolio or aggregation group
- Daily trade activity
- Options contracts due to expire shortly, i.e., pin risk
- Greek and profitability values for individual positions or an entire portfolio
- P&L attribution based on Greeks, e.g., portfolio P&L, explained by position Delta, Gamma, Vega, Theta
- Historical and implied volatility by position
- Earnings and dividends and their impact on estimated values and risk sensitivity
- Call and put exercise screens and alerts
- Prices and profitability of contracts and underlying shares
- Filter and arrange portfolio risk data as you see fit
- Export values from any screen or report to an Excel spreadsheet
- Create custom risk scenarios for what-if analysis
- Use proprietary tools for evaluating and modeling portfolio sensitivity surrounding earnings announcements
- Define volatility levels to manage edge in portfolio
You can integrate RiskEdge with VolEdge volatility trade screening and idea generation tools, with Mosaic single stock analysis tools, and with third-party trading systems.