Risk Studio

Explainable Risk

Value-at-Risk and CVaR with the assumptions made plain — every number traces back to a Monte-Carlo scenario you can question. Engine: https://qoveris-quantum-engine-1055782125964.europe-west4.run.app

Data

↑ Upload CSV Format: asset,expected_return,volatility

#	Asset	Expected return	Volatility
No assets loaded yet. Upload a CSV or load the sample dataset.

Risk parameters

Confidence level95%

VaR / CVaR tail probability. Higher = stricter (deeper tail).

Monte-Carlo scenarios

More scenarios → smoother tail estimate, slower.

Optimize weights (min-CVaR) Solve for the allocation that minimizes expected shortfall instead of analyzing your given weights.

Weights off — the engine analyzes equal weights across your assets unless explicit weights are provided.

Calls POST /portfolio/risk — Monte-Carlo VaR / CVaR with an explainable breakdown.

Load data, set the confidence level, and hit Analyze risk.

VaR / CVaR cards, weights, risk contributions and stress tests appear here.