Real-time view
VaR, Greeks, and P&L against the live book, not a stale snapshot.
Risk module
Risk numbers on live positions, not last night
The Gravitas Risk module computes VaR, Greeks, scenario, and stress results against current positions, so the desk and risk see the same numbers, in real time.
Overview
Quantitative risk as a first-class capability
In many legacy platforms, risk is an overnight batch bolted onto a trading system. Gravitas treats risk as a core, real-time capability. VaR, Expected Shortfall, and Greeks run against the same live positions captured on the platform, with scenario and stress testing on demand.
Because valuation and risk share one model, there is no reconciliation gap between the numbers risk reports and the positions the desk holds.
Workflow
How it works on the desk
01
Position
Risk reads current positions directly from the shared model.
02
Value
Live forward-curve valuation feeds the risk engine.
03
Measure
VaR, Expected Shortfall, and Greeks compute on demand.
04
Stress
Scenario and stress scenarios run against the same book.
Feature matrix
Capabilities at a glance
| Measure | Supported |
|---|---|
| Value at Risk (VaR) | Yes |
| Expected Shortfall | Yes |
| Option Greeks | Yes |
| Monte Carlo simulation | Yes |
| Scenario analysis | Yes |
| Stress testing | Yes |
| Real-time (live positions) | Yes |
Who it’s for
Built around the roles that use it
Risk Manager
Trader
Pre-trade insight
Understand the risk impact of a position on the same model it will book to.
Explore this module
Feature pages
Detailed pages for each capability in the Risk module.
Related modules
Works with
FAQ
Questions
Is risk computed in real time?
Yes. VaR, Greeks, and scenario results compute against live positions on demand, rather than only in an overnight batch.
Which risk measures are supported?
Value at Risk, Expected Shortfall, option Greeks, Monte Carlo simulation, scenario analysis, and stress testing. See the quant cluster for detail on each.
Do risk and the trading desk see the same numbers?
Yes. Valuation and risk share one data model, so there is no reconciliation gap between reported risk and the positions the desk holds.
See it on your trades
Request a demo of Risk
A working walkthrough of Risk mapped to your commodities and workflows.