The Plutus:VaR API provides powerful tools to compute Value at Risk (VaR), Expected Shortfall (ES), and support for stress testing. Dive in to learn more!
Welcome to the Plutus:VaR Engine API! This API allows you to easily compute your portfolio’s Value at Risk (VaR) and Expected Shortfall (ES), two critical risk metrics for financial portfolios.You can leverage Plutus’ advanced features to calculate VaR and ES across various time horizons, data inputs, and methods like Monte Carlo simulations and Historical simulation. Whether you are managing a diverse portfolio or stress-testing your assets under various conditions, Plutus makes it easier than ever to get meaningful insights from your risk calculations.