RISKCORE
Built for Multi-Manager From Day One
Other platforms were built for single PMs and stretched to fit. RISKCORE was architected from scratch for firm-wide visibility.
Bloomberg PORT
(.xlsx)
Enfusion
(REST API)
Eze Eclipse
(FIX)
Excel + Python
(CSV)
Axioma
(Proprietary)
Unified Risk Aggregation Platform
Firm-Wide View
All books, one dashboard
Real-Time
Live position updates
Correlation
Cross-PM analysis
Time Travel
Historical snapshots
Bloomberg PORT
(.xlsx)
Enfusion
(REST API)
Eze Eclipse
(FIX)
Excel + Python
(CSV)
Axioma
(Proprietary)
Unified Risk Aggregation Platform
Firm-Wide View
All books, one dashboard
Real-Time
Live position updates
Correlation
Cross-PM analysis
Time Travel
Historical snapshots
"Don't replace PM systems. Aggregate them."
From Fragmented Data to Firm-Wide Clarity
Five stages transform scattered position data into actionable risk intelligence.
Ingest
Any Source, Any Format
Keep your Bloomberg, Enfusion, Eze, Excel, FIX — whatever you are using. No workflow changes required.
Normalize
One Language for Risk
Map every position to our unified schema. CUSIP, ISIN, SEDOL, ticker — all resolved to a single identity.
Aggregate
Cross-PM Intelligence
Net positions across books. Detect overlaps. See your true firm-wide exposure for the first time.
Analyze
Risk That Makes Sense
VaR, Greeks, duration, correlation — calculated consistently across every asset class and every PM.
Act
Decisions, Not Data
Ask questions in plain English. Get 0Hedge calculations. Export reports with one click.
Every stage runs automatically. Your PMs keep using their systems — RISKCORE does the rest.
One Dashboard. Any Combination of Books.
For the first time, get aggregate risk figures for a single book, a group of PMs, or your entire firm.
EQUITY RiskPod
Aggregate equity exposure across all portfolios and see key risk parameters. Have the historical correlation to the Risk Benchmark and the required notional to neutralize each position's delta — updated in real-time.
Time Travel for Risk Managers
Because “what was our exposure last Friday?” shouldn't require three spreadsheets and a prayer.
You're now officially the Marty McFly of Risk Management.
Instead of a DeLorean doing 88 mph, you've got a dropdown doing T-minus whatever-you-want.
Now you can finally answer the question that's been haunting you: “Did my PM have $50M of Tesla exposure last Friday before Elon tweeted again?”
Flux capacitor not included. Calculate button works just as well.
Any Point in Time
Jump to market close, pre-announcement, post-earnings, or any custom timestamp. Your risk, your timeline.
Position Snapshots
See exactly what you held at any moment. No more "I think we had exposure" - now you know.
Historical Greeks
Delta, Gamma, Vega, Theta - all recalculated for any point in history. Hindsight is finally 20/20.
Audit Trail
Regulators asking questions? Travel back and show them exactly what your book looked like.
Capabilities No One Else Has
Cross-Portfolio Correlation Framework
Traditional tools analyze each portfolio in isolation. Our proprietary correlation engine reveals hidden risk relationships between strategies that other platforms miss entirely.
| Alpha Growth | Macro Sys | Credit Opp | EM Equity | Vol Trading | Rates RV | |
|---|---|---|---|---|---|---|
| Alpha Growth | 1.00 | 0.72 | 0.42 | 0.85 | -0.28 | 0.31 |
| Macro Sys | 0.72 | 1.00 | 0.48 | 0.68 | -0.15 | 0.52 |
| Credit Opp | 0.42 | 0.48 | 1.00 | 0.35 | -0.38 | 0.62 |
| EM Equity | 0.85 | 0.68 | 0.35 | 1.00 | -0.42 | 0.18 |
| Vol Trading | -0.28 | -0.15 | -0.38 | -0.42 | 1.00 | -0.05 |
| Rates RV | 0.31 | 0.52 | 0.62 | 0.18 | -0.05 | 1.00 |
| Alpha | Macro | Credit | EM | Vol | Rates | |
|---|---|---|---|---|---|---|
| Alpha | 1.00 | 0.82 | 0.48 | 0.92 | -0.52 | 0.22 |
| Macro | 0.82 | 1.00 | 0.41 | 0.78 | -0.38 | 0.28 |
| Credit | 0.48 | 0.41 | 1.00 | 0.45 | -0.32 | 0.18 |
| EM Eq | 0.92 | 0.78 | 0.45 | 1.00 | -0.58 | 0.15 |
| Vol | -0.52 | -0.38 | -0.32 | -0.58 | 1.00 | 0.08 |
| Rates | 0.22 | 0.28 | 0.18 | 0.15 | 0.08 | 1.00 |
| Alpha | Macro | Credit | EM | Vol | Rates | |
|---|---|---|---|---|---|---|
| Alpha | 1.00 | 0.58 | 0.52 | 0.38 | 0.12 | 0.72 |
| Macro | 0.58 | 1.00 | 0.65 | 0.48 | 0.18 | 0.85 |
| Credit | 0.52 | 0.65 | 1.00 | 0.42 | 0.08 | 0.78 |
| EM Eq | 0.38 | 0.48 | 0.42 | 1.00 | 0.15 | 0.52 |
| Vol | 0.12 | 0.18 | 0.08 | 0.15 | 1.00 | 0.22 |
| Rates | 0.72 | 0.85 | 0.78 | 0.52 | 0.22 | 1.00 |
| Alpha | Macro | Credit | EM | Vol | Rates | |
|---|---|---|---|---|---|---|
| Alpha | 1.00 | 0.42 | 0.65 | 0.35 | -0.42 | 0.52 |
| Macro | 0.42 | 1.00 | 0.55 | 0.38 | -0.18 | 0.48 |
| Credit | 0.65 | 0.55 | 1.00 | 0.42 | -0.52 | 0.72 |
| EM Eq | 0.35 | 0.38 | 0.42 | 1.00 | -0.28 | 0.32 |
| Vol | -0.42 | -0.18 | -0.52 | -0.28 | 1.00 | -0.15 |
| Rates | 0.52 | 0.48 | 0.72 | 0.32 | -0.15 | 1.00 |
| Alpha | Macro | Credit | EM | Vol | Rates | |
|---|---|---|---|---|---|---|
| Alpha | 1.00 | 0.52 | 0.22 | 0.62 | 0.08 | 0.18 |
| Macro | 0.52 | 1.00 | 0.28 | 0.55 | 0.15 | 0.32 |
| Credit | 0.22 | 0.28 | 1.00 | 0.18 | 0.02 | 0.22 |
| EM Eq | 0.62 | 0.55 | 0.18 | 1.00 | 0.12 | 0.15 |
| Vol | 0.08 | 0.15 | 0.02 | 0.12 | 1.00 | 0.05 |
| Rates | 0.18 | 0.32 | 0.22 | 0.15 | 0.05 | 1.00 |
| Alpha | Macro | Credit | EM | Vol | Rates | |
|---|---|---|---|---|---|---|
| Alpha | 1.00 | 0.62 | 0.18 | 0.72 | -0.12 | 0.08 |
| Macro | 0.62 | 1.00 | 0.22 | 0.58 | -0.05 | 0.15 |
| Credit | 0.18 | 0.22 | 1.00 | 0.15 | -0.18 | 0.28 |
| EM Eq | 0.72 | 0.58 | 0.15 | 1.00 | -0.15 | 0.12 |
| Vol | -0.12 | -0.05 | -0.18 | -0.15 | 1.00 | 0.02 |
| Rates | 0.08 | 0.15 | 0.28 | 0.12 | 0.02 | 1.00 |
What makes our correlation framework unique
Strategy Correlation
See how PM strategies move together in real-time
Factor Decomposition
Break down correlations by asset class and factor
Tail Risk Detection
Identify hidden concentration risks before they compound
Stress Testing
Model 2008, 2020, and custom scenarios instantly
“We discovered that two of our PMs had 0.85 correlation without knowing it. RISKCORE showed us the blind spot.”
— CRO, $8B Multi-Manager Fund
Your Data Never Leaves
AI-Powered Risk Analysis, 100% On-Premises
RISKCORE runs a lightweight AI model directly on your infrastructure. Ask questions in plain English, get instant risk insights — without a single byte of position data touching the cloud.
Lightweight Model Deployment
One-Time SetupA compact, optimized AI model (quantized for efficiency) is deployed on your infrastructure. Runs on standard hardware — no GPUs required for inference.
Local Context Building
AutomaticRISKCORE builds a semantic index of your positions, risk metrics, and portfolio structure. This context stays 100% on your servers.
Query Processing
Real-TimeWhen you ask a question, the local AI model processes it against your portfolio context. No data is transmitted externally — ever.
Intelligent Response
InstantThe AI returns actionable insights with full context: positions, exposures, correlations, and recommendations. Complete audit trail maintained locally.
Ask Questions, Get Answers
Natural Language
Ask in plain English: "What's our biggest concentration risk across all PMs?" No query language to learn.
Instant Answers
Sub-second responses. The AI model runs locally, so there's no round-trip to external servers.
Context-Aware
The AI understands your portfolio structure, position history, and risk limits — all without data leaving your network.
How RISKCORE Is Different
“As hedge fund CIO, I will never allow our positions and exposures to flow through third-party cloud servers.”
Mikael T. — CIO multi-strategy hedge fund
Ready to unify your risk exposure into one coherent platform without replacing anything?
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