Risk Desk / Individual VaRRisk Management

Risk Desk

Delta-normal, delta-gamma, historical simulation & Monte Carlo VaR — individual and portfolio, with import/export and API sync.

Parameters

Batch import — positions

Columns: name, value, volatility, delta (optional), gamma (optional). A "Correlation" sheet/tab is read automatically.

Export

Delta-normal / delta-gamma figures export as live Excel formulas. Historical and Monte Carlo figures export as computed values, since they depend on uploaded data or a simulation run.

API sync

Runs directly from your browser. The target API must allow CORS from this page.

Positions

NameValue ($)Vol (%/day)Delta ($)Gamma ($)VaR ($)

VaR by position