Risk Budgeting

The Risk Budgeting process transform the efficient portfolio allocation into a Risk assignment, this alternative risk model is well suited for small and meduim size shops. Builds a Portfolio based on a desired level (x % daily) of Volatility. Risk budgeting deal with the shortcomings of the traditional asset allocation static stock/ bond selection.

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Proactive Risk Management

Proactive Risk Management answers the question: What do you do when you are off your trade? The current uncertain market triggered traders and portfolio managers to reallocate their positions to cope with the unexpected events.

Risk Control

Enterprise Risk Limit Blue Basel III
Business Units Risk Limits Yellow Fed
Traders Risk Limits Green OCC

Historical Volatility Value at Risk Risk per trade Basic Risk
Imply Volatility Duration Analysis Leverage Option Risk
Correlation Scenario Analysis Max. Drawdown Yield Curve Risk
Diversification Stresst Testing Risk of Ruin Repricing Risk
Stop-Loss Risk
  • Risk Policies
  • Risk Apetite
  • Risk Analytics
  • Risk Functionalities

Standard Risk Metric

Numeraxial value at risk system provides an integrated risk assessment, analysis, and management designed for retail and medium sized investors to prevent from risk exposure and risk control. This solution offers regulatory VaR frameworks, stress testing, robust functionalities, investor-friendly, provides accurate risk estimates performed in realitime, periodically, and at different business levels

VaR Model

  • Stocks
  • US Treasuries
  • Corporate Bonds
  • Municipal Bonds
  • Interest Bearing Securities
  • International Government Bonds
  • Derivatives
  • Financial Exchance
  • Commodities
  • Full Valuation
  • Historical VaR
  • Monte Carlo based VaR
  • Analytical VaR
  • Stress-VaR
  • Relative VaR
  • Simulated Annealing based Risk
  • Marginal VaR
  • Incremental VaR
  • Expected Short Fall
  • VaR Back Testing


Delta FX Delta IR01 Currency Forwards Basic Risk
Gamma FX Gamma IR01 Currency Spot Option Risk
Vega FX Vega IR01 Parallel Spot Yield Curve Risk
Theta Repricing Risk
  • Real-Time
  • Intra-Day
  • Costumized
  • Daily
  • Weekly
  • Monthly
  • On Premise
  • Secured FTP
  • API

Portfolio Models

Enterprise Risk Management


Numeraxial provide an integrated entreprise risk system and management designed for retail and medium investor. The service offers a framework for the whole entreprise and at different level business level

Enterprise Risk System: ERS features include:

  • Market VaR
  • Greeks
  • Duration
  • Convexity
  • Scenario Analysis
  • P&L Decomposition
  • Stress Tesing
  • Credit VaR
  • RWA
  • PD-LGD
  • Gap Analysis
  • Economic Value
  • Expected Credit Losses
  • Stress Tesing
  • Basic Indicator
  • Standard Approach
  • Advanced Methods
  • Convexity
  • Scenario Analysis
  • P&L Decomposition
  • Stress Tesing
  • Market VaR
  • Greeks
  • Duration
  • Convexity
  • Scenario Analysis
  • P&L Decomposition
  • Stress Tesing