NODUS A2UI · RISK MANAGEMENT
VaR / ES Monte Carlo · Greeks Aggregation · Real-Time Limit Monitoring
Portfolio VaR (99%, 1D)
$4.82M
-$0.34M 1D
Expected Shortfall (97.5%)
$7.14M
+$0.21M 1D
Stressed VaR (2008)
$18.6M
+$1.2M 1D
IRC (99.9%, 1Y)
$12.3M
-$0.8M 1D
20-DAY DAILY PNL (USD M)
Breach days: 2Avg: +$0.42M
MONTE CARLO VAR RECALCULATION
10,000 simulations · 252-day lookback · Full revaluation
nodus:var-esnodus:greeks-aggnodus:limit-monitoringnodus:breach-remediation
PORTFOLIO RISK · RISK MANAGEMENT · A2UI v1.0