Open demo · No sign-up
A simplified demonstration of our parametric VaR engine. Adjust four dials. The estimates update in real time.
— Behind the numbers
01
Demo uses fixed 16% / 5% / 0.2 baseline. Production estimates regime-conditional vol from GARCH-DCC across 47 risk factors.
02
Demo assumes normality. Production applies Cornish-Fisher and historical-analog adjustments to capture asymmetric skew and excess kurtosis.
03
Demo ignores discourse signals. Production reweights tail based on central-bank dissonance and policymaker reflexivity vectors in real time.
— See it on real crises
Lehman, COVID, and SVB read back through the production engine. The signals it would have surfaced — and at what lead time.
Read the case studies