Octopus
Module 06 — Portfolio Risk

Portfolio Risk Management Software

See every exposure before the market does.

Octopus Portfolio Risk is portfolio risk management software that gives risk managers a real-time view of concentration risk, correlation analysis, Value at Risk (VaR), Expected Shortfall (ES), and scenario-based loss estimation — across loans, investments, or any asset class you manage.

Book a demo

See Portfolio Risk live

30 minutes with Dr. Santarvis — on your data, your challenge.

What you achieve

Real-time concentration risk heat maps by sector, geography, and counterparty
VaR and ES computation under historical and Monte Carlo scenarios
Stress testing against custom scenarios (rate shocks, sector crises)
Dynamic loss reserve estimation with AI-adjusted projections
Basel III / IFRS 9 compatible output formats

How it works

01

Load

Pull your portfolio positions from your Data Intelligence layer or upload via CSV/API.

02

Analyse

Octopus computes concentration, correlation, and loss metrics across configurable dimensions.

03

Stress

Run your portfolio through pre-built or custom stress scenarios. See P&L impact in seconds.

04

Report

Export Basel III / IFRS 9 formatted reports for board, regulator, or internal risk committee.

Who uses Portfolio Risk

Basel III capital calculations
Credit risk dashboards
Regulatory stress tests