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With our Financial Risk API any organisation can obtain an objective and realistic view of the risks. This programmable interface will enable you to configure and retrieve the information you need to make a data driven decision.
‘Understanding your risks will help you to make better decisions’
Available calculators
Inflation risk
Land development risk
Interest rate risk
Soon we will add:
Credit spread risk
Property risk
Unemployment risk
… and many others
Models
For every calculator in the Financial Risk Api we provide the historical Value at Risk against various certainty levels and horizons. In addition to the 1-year ahead risk, we also include the 2, 3 and 4-year risks. We calculate the risk for the exposure provided by the user. The user also has the option to obtain the risk against a given reference benchmark and can obtain the residual risk between the two. In addition, we measure the standard error (se) to show the (un)certainty around the risk estimation.
Whenever there is sufficient history we provide a REGIME based Value at Risk. This will help to obtain a risk estimation that is more applicable to the current environment as it takes the macro-economic context into account.
Both BASE and REGIME methods follow a purely data-driven approach, which means we do not make any assumptions about the distribution avoiding potential model-assumption errors.
In addition, we provide various risk reports to get an aggregated view of all the risks.
Please review the Financial Risk API developer documentation to find out how your applications can get access to the risk information:
In the Netherlands we have also joined forces with NARIS GRC. So if you are already a NARIS customer, you can soon access our functionality through the NARIS-GRC NEXT platform as well!
For more information or a demo please contact us at info@assetmechanics.org
