Risk Management: Aggregate 1-Day 99% Value at Risk (VaR)
This dynamically generated template provides real-time API connectivity to the Office of Financial Research (OFR) database, specifically tracking Risk Management metrics.
Analyzing the maximum expected daily loss calculated across the entire U.S. Qualifying Hedge Fund industry.
Interactive Data Visualization
Risk Management: Aggregate 1-Day 99% Value at Risk (VaR)
Dynamically fetched data from the OFR Form PF API.
VAR_1_DAY_99API Endpoint Parameters
To integrate this specific time series into your own institutional dashboard, utilize the following REST parameters:
- Endpoint:
/v1/series - Mnemonic:
VAR_1_DAY_99 - Format: JSON
- Frequency: Quarterly (Delayed)
Note: This template relies on the Form PF dataset. If you are tracking counterparty data, cross-reference with the Fed SCOOS survey.
HedgeFund Monitor API
The HedgeFund Monitor Research Team aggregates and analyzes institutional-grade data from the U.S. Office of Financial Research (OFR). We specialize in systemic risk, leverage, and counterparty analysis across the private fund universe.
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