Using its own risk model, Edgelab add-in offers functions that allow you to construct a risk-oriented analysis upon your financial portfolios. The add-on offers relevant metrics to help comply with regulations as well as conduct risk due diligence before validating a trade. On different granularity levels, you will be able to perform stress tests, measure tail risks and assess greeks and sensitivities for all your portfolios and a wide range of financial instruments.

An Edgelab data license is required to use the add-on. Please contact sales@edgelab.ch for more information and set up a demo.