Portfolio Risk

PHD’s Portfolio Risk Analytics converges PHD Options Analytics’ real-time security level risk data and scenarios with Client portfolio data and Client preferred risk models. Our solution applies market data and position risk exposure data to the updating Client portfolio to generate risk results.

  • Portfolio Margin Risk
  • Scenario and Historical VaR
  • Covariance or Factor Model (e.g. Barra type models)

PHD’s solution can flexibly integrate with Client position systems in order to maintain the current state of Client portfolios.

  • High-performance service to meet full range of real-time needs.
  • Pre-trade applications including risk checks or what-if analysis.
  • Post-trade risk summary and analysis.


  • Applies PHD Options Analytics, and additional security level sensitivities.
  • Generates real-time portfolio net security or factor/group exposures.

Scenario and Simulation or Parametric and Factor Risk

  • Integrates with PHD’s historical data or other sources for simulation-based risk.
  • Integrates with proprietary and commercial risk models for parametric, factor based solutions.