VaRGuard

VaRGuard is a web app (with optional desktop agent) that gives small-to-mid investment teams institutional-style market risk monitoring without the institutional overhead. It ingests positions from common sources (CSV, broker exports, custodians via file drop, or read-only API where available), then calculates VaR, stress tests, factor exposures, and concentration risk across portfolios. An AI layer explains drivers of risk changes (“rates duration rose due to added 10Y exposure”) and generates a compliance-friendly narrative, but the core numbers remain transparent and reproducible. The product is intentionally narrow: daily risk snapshots, alerts, and a clean audit log—no trading, no portfolio optimization, no bloated OMS features. Users can define stress scenarios (e.g., 2008-style equity drawdown, rate shocks, FX deval) and receive alerts when thresholds are breached. Exports are built for IC decks and regulator requests.