LSEG announced that Open Risk Analytics, an offering within its Post Trade Solutions business, is now available via its Models‑as‑a‑Service (MaaS) marketplace, expanding client access to quantitative risk models.

Delivered through LSEG’s Analytics API, the hosted service enables firms to access risk analytics through various development tools, including Visual Studio Code and JupyterLab, AI-enabled workflows via open standards like Model Context Protocol (MCP), and LSEG AI partners, including Microsoft Copilot.

The availability of Post Trade Solutions’ risk analytics through MaaS enables access to key risk calculations for banks, hedge funds, asset managers and corporate treasuries. The models cover major asset classes including interest rates, inflation, FX, equity and commodities. They also support multiple calculations such as P&L Explain, stress testing, sensitivity analysis, cashflow and stressed cashflows, Historical Value at Risk, Potential Future Exposure and Credit Valuation Adjustment.

Aysegul Erdem, Head of Modelling Solutions, LSEG, said:

“This milestone brings our Post Trade Solutions’ Risk Analytics into LSEG MaaS as part of a broader vision to deliver multi-asset analytics at scale. By enabling portfolio-level calculations and embedding them into AI-driven workflows, we are helping clients rethink traditional risk processes, unlock greater automation, efficiency, and insight. Combined with LSEG’s analytics ecosystem, this creates powerful synergies for managing risk across enterprises”

Stuart Smith, Director, Post Trade Solutions, LSEG, said:

“Risk analytics only create value when firms can operationalise them. Hosted delivery, curated market data and transparent models give clients a practical way to run portfolio-level risk calculations such as Value at Risk (VaR), understand their risks with stress scenarios and run exposure analytics at scale.”

The new models will support a range of day-to-day risk workflows for risk, treasury, compliance and portfolio teams, including:

Value at Risk: Key metric to understand the risk in the full portfolio, with preconfigured historical data.
Credit Valuation Adjustment: Understand your exposure to your counterparties through the credit exposure and credit valuation adjustment
P&L Explain: explains portfolio P&L through full revaluation and risk factor attribution, helping teams separate market moves, carry and time effects, and residuals.
Stress Testing: assesses portfolio resilience by fully revaluing positions under user-defined or historical shocked market scenarios.

This deployment broadens access to LSEG Post Trade Solutions capabilities designed to standardise margin and collateral workflows across a community of more than 3,000 firms. It provides a single source of trade and agreement data, helps standardise portfolios on a central platform, and supports optimisation of counterparty risk, margin and capital requirements. It also delivers risk and data tools to support compliance and provide a real-time view of trade exposures, helping clients manage the complexity of OTC derivatives workflows.

Source: LSEG