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AI Tools for Risk Analysts
AI tools that help risk analysts stress-test portfolios, screen counterparties, monitor regulatory filings, and build VaR reports.
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Loss ($M)
Value-at-Risk calculation and reporting
Calculate daily and multi-day VaR at various confidence levels for equity, fixed income, and multi-asset portfolios. Generate structured reports for risk committees with scenario breakdowns by asset class.
Calculate VaR (95% and 99%) for a $150M portfolio: 60% S&P 500 stocks, 30% investment-grade bonds, 10% gold. Use 1-day and 10-day horizons. Current blended volatility: 9.2%.
1-day VaR (95%): $2.27M (1.51%). 1-day VaR (99%): $3.21M (2.14%). 10-day VaR (95%): $7.17M (4.78%). Expected shortfall (CVaR, 99%): $3.89M. Largest single contributor: equity sleeve at 74% of total portfolio VaR.
ToolRouter calculate_var
Loss ($M)
ToolRouter create_chart
% of Total VaR
Stress testing and scenario analysis
Model portfolio P&L under named historical scenarios (GFC 2008, COVID March 2020, SVB collapse) and custom hypothetical shocks. Identify which positions blow through risk limits under each scenario.
Stress-test our $80M fund under three scenarios: (1) 2020-style crash — equities -35%, credit spreads +400bp, (2) 2022 rate shock — equities -20%, 10Y yield +250bp, (3) dollar liquidity crisis — EM equities -40%, USD +15%.
Scenario 1 (COVID): -$16.8M (-21%). Equity sleeve -$13.4M, credit -$3.1M, commodities +$0.6M (safe haven). Scenario 2 (2022 replay): -$9.2M (-11.5%). Rate sensitivity from duration in bond sleeve is largest driver. Scenario 3 (EM crisis): -$11.4M (-14.3%). EM equity allocation of $8M fully impaired. Recommend reviewing EM hedge.
ToolRouter stress_test
P&L Impact ($M)
Counterparty and sanctions screening
Before onboarding a new counterparty or clearing a large OTC trade, screen against global sanctions databases, PEP lists, and regulatory watchlists. Generate a documented screening record for compliance files.
Screen these three new counterparties before we onboard them: BNP Paribas SA, Falcon Private Bank (UAE), and Gazprombank. Check OFAC, EU sanctions, and any recent FinCEN or SEC actions.
BNP Paribas: Clear (prior 2014 OFAC settlement fully resolved). Falcon Private Bank UAE: FLAGGED — appears on OFAC SDN list related to 1MDB scandal, US correspondent banking terminated 2017. Do not onboard. Gazprombank: FLAGGED — added to OFAC SDN list Nov 2024 under Russia sanctions. Transaction prohibited.
ToolRouter screen_entity
BNP Paribas SA
Clear — prior 2014 OFAC settlement fully resolved
Falcon Private Bank UAE
FLAGGED — OFAC SDN (1MDB scandal), do not onboard
Gazprombank
FLAGGED — OFAC SDN Nov 2024 Russia sanctions
Result
1 of 3 cleared for onboarding; 2 rejected
ToolRouter search_actions
2024
Gazprombank: OFAC SDN designation (Russia sanctions)
2017
Falcon Private Bank: US correspondent banking terminated (1MDB)
2014
BNP Paribas: OFAC settlement $8.9B — fully resolved
Concentration and correlation risk monitoring
Identify hidden concentration risk across your book — single-name exposure, sector crowding, and factor concentration. Monitor rolling correlations to catch diversification breakdown before it shows up in P&L.
Calculate the 90-day rolling correlation between our top 5 equity positions (NVDA, MSFT, AAPL, META, AMZN) and flag any pair with correlation above 0.85 that we should treat as a single concentration.
High-correlation pairs (>0.85): NVDA/MSFT 0.89, MSFT/AAPL 0.87, META/AMZN 0.86. Your top 5 should be modeled as 3 independent risk units, not 5. Effective concentration in the tech/AI theme is $47M (59% of equity sleeve), above your 50% limit.
ToolRouter get_history
PairCorrelationConcentration flag
NVDA / MSFT0.89YES — treat as 1 unit
MSFT / AAPL0.87YES — treat as 1 unit
META / AMZN0.86YES — treat as 1 unit
NVDA / AAPL0.74No
Geopolitical and macro risk research
Brief the risk committee on emerging macro risks — trade policy changes, geopolitical flashpoints, or central bank policy pivots — with cited, multi-source analysis rather than informal news scanning.
Prepare a risk brief on the tail risk from a Taiwan strait escalation for a portfolio with 18% EM Asia exposure and 12% in TSMC and ASML directly.
Compiled a 5-section brief. Direct equity risk: TSMC ADR could fall 60–80% in a blockade scenario (analogous to Russian equity trading halt). ASML impacted via TSMC revenue dependency (23% of sales). Broader EM Asia contagion typically -25–35% in a military escalation. Hedges to consider: long VIX calls, short AUD/JPY (risk-off proxy), increase gold allocation to 8–10% from current 4%.
ToolRouter research
TSMC direct equity risk
ADR could fall 60–80% in blockade scenario
ASML exposure
TSMC revenue dependency 23% of sales — significant impact
Broader EM Asia contagion
-25 to -35% in military escalation
Hedge: long VIX calls
Effective tail hedge for equity drawdown
Hedge: gold allocation
Increase from 4% to 8–10% of portfolio
Ready-to-use prompts
VaR calculation with confidence levels
Calculate Value-at-Risk (95% and 99% confidence levels, 1-day and 10-day horizons) for a $100M portfolio: 50% US equities, 30% investment-grade bonds, 10% high-yield bonds, 10% commodities. Use a 1-year lookback for historical volatility.
Macro stress test
Run stress tests on a $60M portfolio under these scenarios: (1) 2008 GFC replay — equities -50%, credit spreads +700bp; (2) 2022 rate shock — equities -20%, 10Y Treasury yield +250bp; (3) dollar strength shock — EM equities -30%, USD +12%. Show P&L impact for each sleeve.
Counterparty sanctions screen
Screen these counterparties against OFAC, EU, UN, and UK sanctions lists and check for any recent FinCEN or SEC enforcement actions: [list counterparty names]. Return clean/flagged status with source citations.
SEC enforcement search
Search for SEC enforcement actions against hedge funds for risk model failures, undisclosed conflicts of interest, or misleading investor communications in the last 3 years. Return case names, charges, and penalties.
Correlation matrix chart
Create a heat map chart showing the 12-month rolling return correlation between SPY, IEF, HYG, GLD, DXY, and VNQ. Highlight any correlations that have shifted more than 0.20 compared to the 5-year average.
Concentration limit check
Pull current market cap and sector classification for NVDA, MSFT, AAPL, META, and AMZN. Calculate each position's weight in a $50M equity portfolio and flag any that exceed a 15% single-name limit or 50% tech sector limit.
EM country risk brief
Research the top 3 tail risks for emerging market equity exposure in 2026 — geopolitical tensions, currency crises, and commodity price shocks. Include GDP data for China, Brazil, India, and South Korea.
Regulatory limit monitoring
Help me track compliance against these risk limits: gross leverage max 1.5x, single-name max 10%, sector max 25%, derivative notional max 40% AUM, and daily VaR (99%) max 2% NAV. Flag which limits my current positions breach.
Tools to power your best work
Generate ChartTurn data into chart images fast
SEC FilingsSEC EDGAR filings & financial data
Deep ResearchAI research reports with citations
Stock MarketQuotes, history & analyst insights
Regulatory ActionsSEC, CFPB, FDIC & Federal Register
Financial CalculatorDCF, bonds, options & portfolios
Compliance ScreeningAML, sanctions, PEP & due diligence investigations
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Daily risk monitoring and reporting
Each morning before the market opens, refresh risk metrics, check limit compliance, and generate the daily risk dashboard for the risk committee.
New counterparty onboarding review
Before approving a new counterparty for OTC trading, run a full screening and document the review record.
Quarterly stress test and scenario review
Run the quarterly stress test cycle: update macro scenarios, model portfolio impact, and present findings to the risk committee.
Frequently Asked Questions
How should I interpret VaR results for daily risk management?
VaR (95%, 1-day) means there is a 5% probability that daily losses will exceed the calculated amount. Use it as a trigger for review rather than a hard limit. Always pair VaR with Expected Shortfall (CVaR) which shows the average loss in the worst 5% of scenarios — this gives a more complete picture of tail risk.
What scenarios should I include in a quarterly stress test?
Cover at least five types: (1) historical scenarios (2008 GFC, 2020 COVID, 2022 rate shock), (2) hypothetical shocks (sudden +300bp yield spike, equity -40% in 30 days), (3) geopolitical events (trade war escalation, EM currency crisis), (4) liquidity scenarios (bid-ask spreads widen 10x), and (5) correlation breakdown (all assets fall together, diversification fails).
How current is the sanctions screening data?
The Compliance Screening tool checks against OFAC, EU, UN, and UK sanctions lists that are updated daily or upon major additions. For high-stakes counterparties, always document the date of screening and re-screen before each major transaction, as sanctions lists can be updated without warning.
Can I use these tools to meet Basel III or SFDR reporting requirements?
These tools are research and analysis aids, not certified regulatory reporting systems. They can generate the underlying data and calculations for VaR, stress tests, and counterparty screening that feed into your reporting workflows, but final regulatory submissions must go through your compliance-approved reporting infrastructure.
How do I measure concentration risk beyond single-name position size?
Single-name weight is a starting point. Also measure: sector concentration (% of portfolio in each GICS sector), factor concentration (how much of return variance is explained by a single factor like growth or momentum), and geographic concentration. The Stock Market tool can pull sector classifications and the Financial Calculator can run factor decomposition.
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