Start with Portfolio Diagnostics — see where your portfolio risk actually sits in seconds. Plus practitioner calculators for option pricing, bond duration, and portfolio risk/return. Everything computes on your device; nothing is sent or stored. For full, calibrated models, see Dr RisQuant.
Paste up to 20 positions and see where your risk actually sits: concentration, the positions driving portfolio risk, and your diversification benefit. ● Runs in your browser — nothing uploaded or stored
Paste positions above, or load the example, to run the diagnostics.
Simplified and illustrative. Standalone risk uses indicative rating-based factors (unrated ≈ BB); correlations use stylised same-sector / same-geography assumptions. Risk contributions are Euler contributions and sum to portfolio risk. Our full assessment uses calibrated PD/LGD, published correlation matrices, and Vasicek economic capital.
European call/put with Greeks. Adjust the inputs to see prices update live.
Assumes no dividends, constant volatility and rates, European exercise. For pricing of exotics, American options, or a full volatility surface, talk to us.
Price, Macaulay/modified duration, and DV01 for a fixed-coupon bond.
Clean price from level-yield discounting. For curve-based valuation, OAS, or callable structures, see our ALM and market-risk advisory.
See how correlation and weighting drive portfolio volatility and the diversification benefit.
Minimum-variance mix (A / B): —. The full Dr RisQuant optimiser handles many assets, constraints, and marginal economic-capital limits.
These calculators are a taster. For calibrated economic capital, climate ICAAP, ALM, and portfolio optimisation built to your data, explore Dr RisQuant.