Risk Dashboard: Enhanced Risk Attribution Capabilities

We’ve heard you and have been working hard behind the scenes to bring you more advanced risk attribution methods in order to make portfolio risk assessment more intuitive for you.

In this January 2024 update, we bring you noteworthy improvements to Serenity’s risk dashboard including counterparty risk management of derivatives. Let’s dive in!

Features at a Glance

Risk Pivot

For crypto options traders, it's crucial to effectively categorize your Greek exposures based on both tenor and delta strike in order to gain a more transparent understanding of their risk sensitivities.

With the new Risk Pivot view, you now have the capability to analyze the sensitivity of any portfolio, encompassing spot, futures, perpetuals, and options. This feature enables you to observe how the portfolio responds to changes in spot prices, volatility, and interest rates over time.

Concentration Risk

Whether it is self-custody wallets, exchange hot wallets or institutional custodians, you can now view your net and gross delta exposure across every type of custodian, the latest Concentration Risk affords these capabilities.

For example, in your connected portfolio, you can navigate into individual accounts to visualize the contributions of every asset. All in an intuitive pie chart view.

App Tokens for API integration

Back in November of 2023, we added the ability to use your Serenity logins transparently to access the API using your permissions. Now in this release, you can also create long-lived application tokens so that you can build services to leverage all of Serenity's risk models.

Other Enhancements

In line with the release, we’ve also updated our API and SDK to support the new risk pivot and concentration risk features.

Other quality of life additions include improvements to factor exposure stability over time and handling of newly-issued tokens.

In addition, if asset prices are not provided upon upload, Serenity will now automatically retrieve historical asset prices.

Final Words

Interested to find out more about how Serenity’s full suite of features can position your digital asset risk management strategy for successful execution?

Reach out to us for a chat and get exclusive access to your free 7-day, full-featured trial today! Feel free to let us know if you have any feedback about Serenity after testing. We welcome all feedback.