Risk service

Portfolio Risk Service" module

The risk service is used to estimate portfolio risks using state-of-the-art methods (Monte Carlo method, generation of numerous possible future scenarios, etc.). As the calculations used for this are very computationally intensive, the calculations are carried out by a service provider on an external server. However, the outsourcing of the calculation runs largely in the background for the Infront Portfolio Manager user: Reports and tables can be analyzed as usual.

Due to the methodology used, it is necessary to first notify (register) the server of the instruments for which a risk calculation is to be possible. After time-consuming pre-calculations have taken place on the server, the risk calculation functionality is available for tables and reports.

Instrument registration and use of the calculation are described in more detail below.

The calculations of the risk service are based on the modeling of individual instruments and their mutual relationships. For this reason, it is necessary to break down requests for securities accounts according to the instruments they contain.