Credit, Market & Liquidity Analytics

Portfolio and clearing margin, regulatory capital, counterparty credit reviews, and market risk limits -- built for risk managers at prime brokers, banks, and hedge funds.

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Coverage

Margin	Equities (PM), Corp Bonds, FICC, NSCC, Futures
Regulatory	K-Factor (MIFIDPRU), UMR
Credit	Counterparty Reviews, OAS Spreads
Market Risk	VaR/CVaR, Stress, Limits, Breach Reports

Margin Calculators

Portfolio Margin

PM house requirements for equity and options using broker methodologies.

FICC GSD

Treasury margin via published VaR haircuts by maturity bucket.

NSCC Clearing

Equity clearing margin for equities, corp bonds, and ETFs.

Futures

CME initial and maintenance margin using SPAN methodology.

Corp Bonds

CS01, spread VaR/CVaR, stress scenarios, jump-to-default.

Regulatory

K-Factor (MIFIDPRU)

IFPR 2022 K-factor own funds requirement with survey and calculated inputs.

UMR & Funding

Client TRS vs hedge IM, funding gap, schedule IM proxy, and MVA estimate.

Counterparty Credit

Counterparty Reviews

Periodic reviews with FDIC, SEC EDGAR, FINRA profiles. PDF and Excel export.

Upload Documents

Submit filings and materials for credit analysis workflows.

Credit Data & Filings

Public financial data from SEC EDGAR and OCC.

Market Risk

Dashboard

Limits, utilization, VaR/CVaR, factor views, breaches.

Stress & Scenarios

Portfolio stress testing and scenario analytics.

Market News

Curated headlines and movers for risk monitoring.

Volatility Alerts

Vol and move alerts for positions and watchlists.

Other Tools

SPAC Cash-in-Trust

Daily CIT/share for 400+ active SPACs from SEC EDGAR.

Expert Witness

Deposition prep and legal document analysis for financial litigation.

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