Broker technology provider Gold-i on Tuesday expanded Visual Edge for regulated brokers with historical VaR, CVaR, Monte Carlo simulations, stress testing and Negative Balance Protection analytics.
The company said the update lets firms quantify exposure, model potential losses and identify vulnerabilities across individual clients, client groups and broker-wide books using real-time data.
Historical VaR works out potential portfolio losses with adjustable lookback windows and confidence levels. CVaR, also called Expected Shortfall, estimates losses beyond the VaR threshold, while Monte Carlo simulations support scenario planning. Gold-i did not disclose the simulation methodology or forecast horizon.
Stress tests can use historical or user-defined scenarios to assess effects on exposure, profitability and capital requirements. Negative Balance Protection analytics estimate how many clients could enter negative equity, the resulting exposure and which accounts could fall below set equity thresholds.
“Brokers need timely, accurate and actionable risk analytics to protect their business and their clients,” said Tom Higgins, CEO of Gold-i.
Gold-i said the metrics can support regulated entities, although its release did not link the tools to a specific jurisdiction, capital regime or reporting requirement.
Visual Edge supports MT4/MT5 and other key trading platforms.
