Margin & risk analytics for every desk
Start with the Calculator tier to explore PM, FICC, and NSCC margin tools. Upgrade to Professional for custom portfolio uploads, full SPAC arb data, and credit risk reports.
Margin analytics from $49/mo
Start with the Calculator tier to explore margin tools with sample data. Upgrade to Professional to upload your own portfolios and access the full platform.
Calculator
Run margin calculators with sample portfolios. View SPAC CIT data. 2 risk reports per month.
- ✓Portfolio Margin calculator (sample data)
- ✓FICC GSD margin calculator
- ✓SPAC CIT table (400+ SPACs)
- ✓2 risk reports per month
- ✓Trust discount/premium badge
- ✓Market data: price, IPO date, deadline
- ✗Upload your own portfolios
- ✗Full SPAC arb toolkit
- ✗Credit risk reports
- ✗CSV export
- ✗API access
Professional
Upload your own portfolios for PM and FICC margin. Full SPAC arb toolkit and credit risk analysis.
- ✓Everything in Calculator
- ✓Upload custom portfolios (PM & FICC)
- ✓Unlimited margin calculations
- ✓SPAC arb spread & annualized yield
- ✓Filing source with SEC hyperlink
- ✓Bid/ask, volume, warrant prices
- ✓Trust expenses & expense model
- ✓Credit risk reports
- ✓CSV export & data overrides
- ✓CIT source quality labels (L1-L4)
- ✗Unlimited risk reports
- ✗API access
- ✗Multi-broker PM comparison
Institutional
Unlimited risk reports, API access, and multi-broker PM comparison. For institutional risk teams.
- ✓Everything in Professional
- ✓Unlimited portfolio risk reports
- ✓Multi-broker PM comparison (coming)
- ✓API access (JSON/CSV endpoints)
- ✓NSCC clearing margin (coming)
- ✓Dedicated support channel
Common questions
What margin types does PrimeRisk cover?
Currently we offer Portfolio Margin (PM) house requirement estimation for equity portfolios (modeled on A Prime Stress methodology) and FICC GSD regulatory margin for US Treasury positions. NSCC equity clearing margin is coming soon. We plan to add margin models for additional brokers (Goldman, Morgan Stanley, BNP, Scotiabank) as their methodologies are documented.
Who is this built for?
Risk managers at hedge funds who need to estimate what margin their prime broker will charge, and risk managers at banks who need to calculate the regulatory margin they must post to CCPs (FICC, NSCC). Banks also use the tools to help their hedge fund clients understand regulatory requirements.
What is the difference between Calculator and Professional?
The Calculator tier lets you run margin calculators with sample portfolios and view SPAC CIT data. Professional lets you upload your own portfolios for PM and FICC margin calculation, access the full SPAC arb toolkit (arb yield, filing sources, warrant prices), and run credit risk reports. Professional also includes CSV export and data overrides.
How does the FICC margin calculator work?
We implement FICC's published GSD Clearing Fund Methodology using VaR-based haircuts by maturity bucket (ranging from 0.25% for under 1 year to 6% for 20-30 year securities). The calculator includes bid-ask spread charges, netting benefits for offsetting positions, and the $1M minimum margin floor. All haircut rates are user-editable.
What is the SPAC CIT data?
Our AI reads every SPAC filing on SEC EDGAR and selects the most accurate cash-in-trust estimate for 400+ active SPACs. CIT per share is the redemption floor — critical for SPAC margin calculations and arb yield analysis. Subscribers see the filing source, trust breakdown, expenses, and market data.
Will you add more broker PM methodologies?
Yes. We are researching the PM risk methodologies published by major prime brokers. The Institutional tier will include multi-broker PM comparison when available, so you can see how your margin requirement differs across brokers.
Can I cancel anytime?
Yes. Cancel from your account settings at any time. You retain access until the end of your billing period.
Is this financial advice?
No. PrimeRisk provides informational analytics and estimation tools. Margin calculations are approximations of published methodologies and may differ from actual clearing requirements. Always verify with your broker or clearing firm.