APIs


ONBOARD THE MOST ADVANCED RISK APIS

We translate cutting-edge quant models into industrialized tools for better decision-making. It’s what we do. And we’ve been doing it since 2001. Which means you can rely on us to help you consolidate market data efficiently and actively manage your market risk.


MARKET-PROVEN TECHNOLOGY

  • Track record of  17 years

  • 1.5+ Million portfolios scanned in minutes

  • Optimize a 50-line portfolio in 350 ms

  • 200+ constraints in your portfolio allocation


SMART RISK APIs

We help financial institutions place risk management at the heart of their investment, manufacturing and distribution processes. From market data consolidation to portfolio optimisation, our plug & play APIs enhance pre-trade compliance, decision making and communication to end investors.
Our web services are fast, scalable, and deployed on-premise or in the cloud. They follow the OpenAPI standards to facilitate the integration.


Market Data Consolidation

  • Consolidate multiple sources of market data
  • Run data quality checks and produce automated reports
  • Identify outliers
  • Complete missing data


Portfolio Monitoring

  • Raise alerts on risk thresholds
  • Run suitability gap analysis
  • Identify breaches on regulatory or business constraints
  • Identify diversification opportunities
  • Monitor warning signals and market trends


Portfolio Diagnostic

  • Assess portfolios with aggregated smart analytics
  • Understand deviations from target
  • Identify sources of risk and performance
  • Measure factor exposures
  • Calculate regulatory metrics (PRIIPS, VaR, liquidity, SCR,…)


Portfolio Optimisation

  • Improve the risk/return profile of cross asset class portfolios
  • Limit drawdowns and turnover in market turmoils
  • Combine the most comprehensive set of regulatory and business constraints
  • Run smart screening to identify new investment opportunities


Scenario Simulation

  • Simulate market scenarios
  • Measure portfolio sensitivity to market scenarios
  • Run historical and hypothetical stress-tests
  • Ensure consistency of stress-test scenarios