Instances/GVP/App/Risk Management

Risk Management

Portfolio risk analytics including VaR, stress testing, concentration analysis, and hedging recommendations.

VaR (95%)

$8.4M

-$0.6M

Max Drawdown

-4.2%

+0.8%

Correlation Risk

Low

Hedge Ratio

62%

+4%

Monte Carlo VaR simulation with historical and parametric methodsCustom stress test scenarios with portfolio impact analysisAutomated hedging recommendations based on risk exposure

Risk Metrics

namevar95var99stressLoss

Gold & Metals VaR$2.8M$4.2M$8.4M

Energy VaR$3.2M$5.1M$9.8M

Crypto VaR$4.8M$8.2M$14.6M

Agricultural VaR$1.4M$2.2M$3.8M

Stress Scenarios

nameportfolioImpactrecovery

2008 Financial Crisis Replay-18%6 months

Oil Price Shock (+40%)-8%3 months

Crypto Winter (-60%)-12%8 months

Gold Rally (+25%)+9%N/A

gvp.codeloop.co

GVP HOS · App