Risk Intelligence Dashboard
Advanced risk analytics, stress testing, and portfolio vulnerability assessment
Overall Risk Score
52
Moderate Risk
Market Risk
48
Beta: 1.12
Credit Risk
23
Low Exposure
Liquidity Risk
35
Adequate
Value at Risk (VaR)
$35,820
2.87% of portfolio • 95% confidence
Historical VaR
$32,450 (2.60%)
Parametric VaR
$36,120 (2.90%)
Monte Carlo VaR
$38,750 (3.11%)
Conditional VaR (CVaR)
$42,150 (3.38%)
Risk Attribution
Bitcoin
28.4% of risk
Ethereum
18.2% of risk
S&P 500
22.1% of risk
EUR/USD
8.5% of risk
Other Assets
22.8% of risk
Stress Test Scenarios
Portfolio impact under extreme market conditions
Global Recession
-15.4%
Portfolio Loss: $192,175
Probability: 8% (1-year)
Crypto Crash (-40%)
-18.2%
Portfolio Loss: $227,116
Probability: 15% (1-year)
Currency Crisis
-8.7%
Portfolio Loss: $108,567
Probability: 12% (1-year)
Cross-Asset Correlation Matrix
BTC
ETH
SPX
EUR
GLD
BTC
1.00
0.78
0.42
-0.15
0.12
ETH
0.78
1.00
0.38
-0.18
0.08
SPX
0.42
0.38
1.00
0.45
-0.22
EUR
-0.15
-0.18
0.45
1.00
0.28
GLD
0.12
0.08
-0.22
0.28
1.00
● High (>0.7)
● Medium (0.3-0.7)
● Low (<0.3)