LSEG has integrated its Open Risk Analytics offering into its Models-as-a-Service (MaaS) marketplace, broadening access to quantitative risk models for financial institutions. Delivered through the LSEG Analytics API, the hosted service allows banks, hedge funds, and asset managers to incorporate risk calculations into their existing workflows via tools such as Visual Studio Code and JupyterLab. The platform also supports AI-enabled integration through the Model Context Protocol and partners like Microsoft Copilot.
The service covers major asset classes including FX, equities, commodities, interest rates, and inflation. It provides a suite of essential calculations, such as Historical Value at Risk, Credit Valuation Adjustment (CVA), and P&L Explain, which helps teams attribute portfolio changes to specific market movements or time effects. Additionally, the models facilitate stress testing and sensitivity analysis, allowing firms to assess portfolio resilience under various shocked market scenarios.
This deployment is designed to standardise margin and collateral workflows across LSEG’s network of over 3,000 firms. By providing a single source for trade and agreement data, the platform assists clients in managing the complexities of OTC derivatives. The integration ultimately supports risk, treasury, and compliance teams in optimising counterparty risk and capital requirements while maintaining a real-time view of trade exposures.
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