RiskAPI Add-In

RiskAPI Add‑In from PortfolioScience is an exceptionally robust Excel extension designed to bring enterprise-grade portfolio risk analytics directly into a familiar spreadsheet environment, making advanced quantitative analysis accessible without the need for specialized software. It seamlessly integrates into Excel through a ribbon interface, formulas, and VBA macros, allowing users to perform interactive analyses or fully automate workflows. The Add‑In supports multiple Value at Risk (VaR) models—including parametric, historical simulation, and Monte Carlo methods—alongside expected tail loss calculations, giving a comprehensive view of potential portfolio losses under varying market conditions. Beyond standard VaR, it offers extensive stress-testing capabilities, enabling hypothetical, volatility-driven, or combined factor shocks to assess resilience under extreme market movements. Its coverage spans a wide range of asset classes, including equities, options, futures, fixed income, currencies, and cryptocurrencies, while also providing detailed exposure analysis, factor decomposition, and correlation and covariance metrics. One of its strongest features is the ability to import custom time-series data, making it possible to analyze proprietary or non-standard instruments with the same rigor as market-listed securities.