Portfolio Management
Portfolio-level risk analytics and position management — powered by Atheryon Labs Risk.
Total Positions127↑+3 today
Total Notional$4.2B↑+$120M
Portfolio NPV$23.4M↑+$1.2M
VaR (95%, 1d)$1.8M↓-$200K
Sharpe Ratio1.42↑+0.08
Active Positions
Click a row to expand trade details • Showing top 10 of 127 positions • View Trade Set →
| Trade ID ↕ | Product ↕ | Counterparty ↕ | Notional ↕ | NPV ↕ | DV01 ↕ | Status | |
|---|---|---|---|---|---|---|---|
| T-001 | IR Swap 5Y | Goldman Sachs | $50M | $1.24M | $4,521 | Active | |
| T-002 | CDS 3Y | JPMorgan | $25M | -$342K | $2,103 | Active | |
| T-003 | FX Fwd 6M | Barclays | €30M | $87K | $890 | Maturing | |
| T-004 | IR Swap 10Y | Morgan Stanley | $100M | $3.67M | $9,234 | Active | |
| T-005 | Commodity Swap 2Y | Citigroup | $15M | $210K | $1,450 | Active | |
| T-006 | XCCY Swap 7Y | Deutsche Bank | ¥5B | -$1.12M | $7,890 | Active | |
| T-007 | CDS 5Y | BNP Paribas | $40M | $567K | $3,210 | Active | |
| T-008 | FX Fwd 3M | HSBC | £20M | -$45K | $320 | Maturing | |
| T-009 | IR Swap 3Y | Bank of America | $75M | $892K | $2,780 | Active | |
| T-010 | Commodity Swap 1Y | Goldman Sachs | $10M | $134K | $680 | Settled |
By Product Type
IR 45%
Credit 25%
FX 20%
Commodity 10%
By Counterparty
Goldman Sachs$1.37B
Morgan Stanley$890M
JPMorgan$720M
Deutsche Bank$580M
Citigroup$420M
By Currency
USD60%
EUR25%
GBP10%
JPY5%
Value at Risk Breakdown
Historical VaR$1.8M
Parametric VaR$1.6M
Monte Carlo VaR$2.1M
Component VaR by Product
Interest Rates$980K
Credit$420K
FX$280K
Commodities$120K
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