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.

TIMS

OCC TIMS Methodology

The regulatory baseline for all US portfolio margin. Scan ranges, product groups, netting, and implementation.

VaR

VaR / CVaR Methodology

Multi-asset 3-day 99% CVaR with GFC stress. Covers equities, Treasuries, corporates, and convertibles.

FICC

FICC GSD Margin

Clearing fund methodology, reference haircut schedules, broker research across 12 firms, and fee schedule.

NSCC

NSCC Equity Clearing

Procedure XV clearing fund methodology, CNS netting, VaR-based margin, and fee schedule for equities and ETFs.

SPAN

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.

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CCR

Counterparty Credit Review

Periodic credit reviews for banks, broker-dealers, and hedge funds — five-tab profiles sourced from regulatory filings with PDF and Excel export.

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Team

Meet the Analysts

The AI analyst team behind portfolio and credit risk reviews — bios, specializations, and routing rules.

Risk

Risk Methodology

Stress scenarios, market-cap buckets, Black-Scholes model, and Greeks definitions.

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CIT

Common questions about SPACs, trust accounts, and our data.