VaRExplainr

VaRExplainr is a web app (with optional desktop agent) that turns messy risk reporting into an auditable, regulator-ready VaR workflow for small-to-mid buy-side firms and fintechs. Users upload positions (CSV/API), map instruments, and run standardized VaR (historical, parametric, Monte Carlo) with clear assumptions, data lineage, and reproducible runs. The core value is “explainability”: every VaR number comes with a plain-language narrative, sensitivity breakdown, and a step-by-step calculation trace suitable for internal committees and external auditors. It also flags common failure points—stale prices, missing vol surfaces, concentration, and regime shifts—so teams stop shipping spreadsheets that can’t be defended. This is a combination traditional + AI app: traditional engines for computation, AI for narrative, anomaly detection, and documentation generation. It’s not a full enterprise risk platform; it’s a pragmatic layer that makes VaR outputs trustworthy and reviewable.