Centralize risk data from 7 providers - factor exposures, VaR, stress scenarios, counterparty credit metrics, and liquidity profiles into a governed risk data model.
Pre-Built Connectors
Factor exposures, VaR, stress testing, counterparty risk, and liquidity outputs normalized into one governed risk schema.
BlackRock Aladdin
Risk
Aladdin risk analytics, portfolio management, and trading platform
ISS
Market Data
ESG ratings, governance data, and proxy voting analytics
MSCI
Performance & Attribution
Barra factor models, risk analytics, ESG ratings, index data, and AI Portfolio Insights
Murex
Risk
Trading, risk management, and treasury operations platform
Numerix
Risk
Derivatives pricing, risk analytics, and structured product valuation
Orchestrade
OMS / EMS
Cross-asset trading and risk management for hedge funds
TS Imagine
OMS / EMS
Cross-asset trading, risk, and portfolio management platform
How It Works
Review the risk platforms that expose factor exposures, VaR, stress results, counterparty metrics, and liquidity outputs.
Connect through API or batch delivery patterns using the authentication model supported by the risk platform.
Risk exposures, VaR, stress scenarios, and counterparty metrics normalize into governed risk datasets that join with positions and market data.
What You Can Do
Factor exposures, VaR, stress outputs, and counterparty data from 7 risk platforms, normalized into one governed risk schema.
Consolidate factor exposures and VaR from multiple risk engines in one view.
Compare factor contributions from Barra and Axioma and surface VaR breaches through exception-based controls.
Yes. If your internal engine exposes files or APIs, Aquata can ingest the output and normalize it into the same risk data model used for commercial platforms.
Get started
7 risk platform connectors. Factor exposures, VaR, stress scenarios, and counterparty risk - centralized and governed.