Tail risk, two ways
Parametric and historical VaR with expected shortfall and maximum drawdown.
- RISKRisk Dashboard
For Risk Teams
A transparent second view of portfolio risk.
ZinsCapital gives risk teams an independent view whose construction can be read in full: parametric and historical VaR side by side, expected shortfall, factor-based tracking error, correlation stability and transparent scenarios.
The problem
What gets in the way today.
- The risk system's numbers cannot be reproduced or explained line by line.
- Correlations are assumed stable until they are not.
- Scenario assumptions are buried in configuration nobody reads.
How the platform is used
Where risk teams use it.
Where active risk sits
Tracking error decomposed into factor groups and security-specific risk.
- PORTPortfolio & Risk Analytics
Correlation stability
Rolling correlation and lead–lag with the window and alignment stated.
- CORRCorrelation
Regime context
The macro regime the book is running in, and what would change it.
- MRMacro Regime
Relevant pillars
Where to look first.
What changes
What your team gets.
- An independent, fully transparent second view of portfolio risk.
- Tail risk measured two ways, side by side, with expected shortfall.
- Scenario assumptions visible to everyone who reads the result.
Request a demo
See it on your own questions.
A demo is a working session in the platform on a question you bring: a release, a company, a position or a portfolio. We reply within two business days.