Risk Analytics

P&L Explain, VaR backtest, and per-factor VaR decomposition for the demo book.

P&L Explain

VaR Backtest

Component VaR

Stress & Hedging

Scenario Library

Reprice the demo book under a built-in historical / hypothetical stress.

Reverse Stress

Smallest / most-plausible shock that loses at least this much.

Hedge Effectiveness

IFRS 9 / ASC 815 dollar-offset + regression test over paired fair-value changes.