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Risk Metrics.

Value-at-Risk and portfolio tools designed for professional risk management.

Better Risk Management for unpredictable markets

Our risk management tools empower asset and portfolio managers in the cryptocurrency industry, accounting for the idiosyncrasies of crypto market structure.

  • Adapt Portfolio Risk
    Test different risk thresholds for a range of assets.

  • Stay Compliant
    Compute capital requirements for assets under custody.

  • Optimize Your Portfolio
    Explore the risk/return profile and composition of assets.

OUR RISK METRICS SOLUTIONS

  • VAR ESTIMATOR

    Daily Value-at-Risk estimator for single and multi-asset portfolios.

    Daily computations

    Confidence levels between 90% – 99%

    Advanced methodology

    See the data dictionary

  • PORTFOLIO VALUATION

    Customizable single and multi-asset price feeds for any portfolio composition.

    Select assets and portfolio weight

    End-of-day and intraday granularity

    Converted into any fiat currency

    See the data dictionary

    • Case Study

    VaR for Crypto Assets

    In this case study, we will demonstrate how cryptocurrency portfolio managers can better manage risk with Kaiko’s VaR estimator.

    Introduction to VaR and use cases

    Example analysis for a simulated portfolio

    Product usage and methodology

    View Case Study

    Ready to Get Started?

    We serve 200+ enterprise clients worldwide, from financial institutions to crypto-native enterprises. Learn how you can benefit from Kaiko today.

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