LQM solution / Risk
Measure risk as a model, not a paragraph.
Historical VaR, volatility, covariance, stress scenarios and probabilistic risk surfaces with explicit inputs and outputs.
Relevant models
01
Historical Value at Risk
Available through the governed LargeQuant model/runtime stack where applicable.
02
EWMA Volatility
Available through the governed LargeQuant model/runtime stack where applicable.
03
Dynamic EWMA Covariance
Available through the governed LargeQuant model/runtime stack where applicable.
04
Probabilistic Portfolio Risk Surface
Available through the governed LargeQuant model/runtime stack where applicable.
Why LQM-first
The output can be scored against reality.
LargeQuant keeps numerical authority explicit so results can be benchmarked, governed, observed and revisited when outcomes arrive.
01
Explicit model identity.
Know which quantitative method produced the result.
Know which quantitative method produced the result.
02
Benchmarkable.
Evaluate numerical performance rather than eloquence.
Evaluate numerical performance rather than eloquence.
03
Evidence-linked.
Preserve execution lineage where the result matters.
Preserve execution lineage where the result matters.