Risk Metrics Overview
Value at Risk Analysis
Sector Risk Exposure
Active Risk Alerts
High Correlation Warning
AAPL and MSFT correlation exceeded 0.85
2 minutes ago
Sector Concentration
Technology sector exposure at 35%
15 minutes ago
VaR Breach
Daily VaR exceeded by 0.3%
1 hour ago
Stress Testing Scenarios
| Scenario | Portfolio Impact | Probability | Risk Score |
|---|---|---|---|
| Market Crash (-20%) | -12.5% | 5.0% | 0.63 |
| Tech Selloff (-30%) | -8.7% | 12.0% | 1.04 |
| Interest Rate Shock | -5.2% | 25.0% | 1.30 |
| Inflation Spike | -3.8% | 35.0% | 1.33 |
| Geopolitical Crisis | -15.2% | 8.0% | 1.22 |