Risk Analysis for Institutional Digital Asset Lending
Mitigate Risk. Optimize Decisions. Protect Your Capital.
Gain real-time visibility into market risks, counterparty exposure, and loan portfolio vulnerabilities with Membrane’s new Risk Analysis solution. Our institutional-grade analytics help lending desks and prime brokers make data-driven decisions with confidence.
Pre- & Post-Trade Risk Modeling
Anticipate Risk. Structure Smarter.
Model scenarios, simulate outcomes, and assess trade risk before and after execution.
Key Benefits
Position Risk Analysis
Quantify the probability of loan failure, liquidation, or stress events over custom timeframes. Leverage historical shocks, empirical models, and Monte Carlo simulations (GBM) to generate forward-looking risk intelligence for any position.
Margin Optimization Modeling
Dynamically optimize loan structures to meet risk thresholds or target scores. Our models recommend ideal LTVs and margin terms based on volatility, market conditions, and custom risk tolerances.
Value at Risk (VaR) Calculations
Project portfolio losses across custom horizons using historical and simulated VaR. Get a unified view of risk exposure across assets and counterparties for traders and CROs.
Cross-Margin Exposure Analysis
Identify systemic risk in complex portfolios by modeling margin covariance across trades, loans, and collateral. Assess concentration and exposure overlap with precision.
Liquidity Stress Testing for Portfolio Optimization
Simulate liquidity-driven drawdowns to assess slippage, market depth, and forced liquidation risk, enabling teams to anticipate and prevent deleveraging events.
Portfolio Risk Analysis
Real-Time Portfolio Intelligence
Risk Infrastructure Built for Institutions, No Matter the Use Case
Model execution depth, slippage, and access constraints across venues. Simulate collateral liquidation and track market impact to optimize exit strategy and preserve capital.
Market Data & Risk Tools
Risk Infrastructure Built for Institutions, No Matter the Use Case
Power your risk calculations with
the highest fidelity, richest data.
Venue-Specific Liquidity Modeling
Model execution depth, slippage, and access constraints across venues. Simulate collateral liquidation and track market impact to optimize exit strategy and preserve capital.
Volatility Intelligence
Tap into real-time and historical volatility, up and down scenarios, correlation matrices in order to power pricing, risk simulations, and shock scenarios with precision.
Scenario Engines & Correlation Tools
Run up/down scenarios across custom horizons using historical asset behavior. Analyze correlation matrices to uncover systemic risk, refine hedging, and improve diversification.
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