Documentation
Everything you need to understand and use PrimeRisk data.
Broker Margin Optimizer
Compare margin requirements and carry costs across 7 prime brokers with tiered funding schedules and position-level transfer analysis.
OCC TIMS Methodology
The regulatory baseline for all US portfolio margin. Scan ranges, product groups, netting, and implementation.
VaR / CVaR Methodology
Multi-asset 3-day 99% CVaR with GFC stress. Covers equities, Treasuries, corporates, and convertibles.
FICC GSD Margin
Clearing fund methodology, reference haircut schedules, broker research across 12 firms, and fee schedule.
NSCC Equity Clearing
Procedure XV clearing fund methodology, CNS netting, VaR-based margin, and fee schedule for equities and ETFs.
CME Futures Margin
SPAN-inspired margin for financial futures and options on futures. Scan ranges, spread credits, and Black-76 pricing.
Credit Risk Methodology
Corporate bond CS01, G-spread, spread VaR using FRED OAS data, and custom stress scenarios with seniority-based recovery.
Meet the Analysts
The AI analyst team behind portfolio and credit risk reviews — bios, specializations, and routing rules.
Risk Methodology
Stress scenarios, market-cap buckets, Black-Scholes model, and Greeks definitions.
SPAC Methodology
How we calculate cash-in-trust per share from SEC filings.
Crypto Markets
Real-time spot prices, funding rates, basis analysis, and ATH tracking for the top 20 cryptocurrencies.
K-Factor (MIFIDPRU)
FCA prudential capital requirements calculator — all 9 K-factors, SNI eligibility, export, and document uploads.
UMR & Funding
Equity TRS vs hedge IM/VM, schedule IM proxy, UMR cap thresholds, MVA-style funding — portfolio generate and CSV upload.
FAQ
Common questions about SPACs, trust accounts, and our data.