Module 06 — Risk Metrics
Portfolio Risk
See every exposure before the market does.
Octopus Portfolio Risk 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