Portfolio & Margin Analytics

Real-time, “portfolio aware” solutions for risk management.

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Stress Tests
  • P&L Vectors and Exposure Risk
  • Volatility Surfaces
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Margin Engine for STANS Methodology by OCC
  • Real-Time OCC STANS Methodology
  • STANS Collateral Optimization
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Portfolio Margin
  • TIMS Methodology by OCC and Enhanced TIMS Methodology by OCC
  • Margin Engine for STANS Methodology
  • Futures Exchange Margin
  • Broker ("House") Margin
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Portfolio Risk
  • Exposure Risk
  • Scenario and Simulation
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Why Cboe Hanweck?

Real-Time Processing

Cutting-edge technology is capable of consuming the highest-volume market data feeds in real-time (e.g., the OPRA feed with peaks around 90 million messages per second) and processing millions of analytical calculations per second.

Fully Customizable

Clients can modify inputs, assumptions, and obtain custom models to align with their needs and ensure relevant and readily consumable data.

Data-Enabled Approach

Market data feeds and critical reference data are unified in our data environment, creating a high-quality integrated data product that streamlines your workflow and reduces overall costs.