risk-model-config

To adjust portfolio risk calculations for illiquid assets, you configure risk model parameters that estimate volatility and correlation for private equity and real estate holdings lacking standard market data, preventing risk calculations from being understated.

You detect stale valuation data for real estate by applying valuation staleness detection mechanisms that identify outdated appraisals and automatically apply risk uplifts to ensure accurate portfolio analytics risk assessment.

Regime-conditional stress testing for illiquid holdings adjusts risk parameters based on market volatility regimes, specifically applying elevated or crisis adjustments to ensure accurate risk assessment during periods of market stress.

You need to configure illiquid risk overlays before portfolio risk analysis whenever your portfolio contains non-publicly traded securities such as private equity, real estate, or other illiquid holdings without direct market tickers.

You cannot use standard market tickers to assess risk for non-publicly traded securities because illiquid assets lack standard market data, requiring illiquid_overrides parameters to estimate volatility and correlation for accurate risk assessment.

Querying finance-graph provides the asset metadata and valuation history needed for illiquid asset risk estimation, which is then assembled into the illiquid_overrides parameter for portfolio-analytics risk analysis.