Built for structured, read-only portfolio analysis
Every capability in Collateral Value Point is designed around a single principle: analyse without touching. Connect your data, receive calibrated output, retain full control over execution.
Three layers of analysis, working together
Collateral Value Point separates portfolio work into distinct, auditable stages. Each stage produces output that feeds the next, so nothing happens inside a single opaque process.
Position Ingestion
Portfolio holdings are pulled through read-only connections and normalised into a consistent internal format, regardless of source structure or asset class mix.
Collateral Calibration
Positions are scored against configurable risk parameters, producing a value-point structure that reflects concentration, correlation, and liquidity characteristics.
Structured Output
Results are returned as documented, versioned reports rather than free-form commentary, so every figure can be traced back to its calculation logic.
All three stages run independently of any trading interface. Collateral Value Point does not place orders, modify positions, or interact with execution systems — it produces analysis that a user reviews and acts on separately.
How a portfolio moves through the system
The same sequence applies whether a portfolio holds a handful of positions or several hundred.
Connect data source
A read-only link is established to the relevant brokerage or custodial feed. No credentials with write or trading permission are requested.
Set analysis parameters
Risk thresholds, sector weightings, and reporting frequency are configured to match the mandate of the portfolio being reviewed.
Run calibration cycle
The engine processes current positions against the configured parameters and generates a value-point breakdown.
Review structured report
Output is delivered as a versioned document, ready for internal review or comparison against a prior cycle.
Value-point calibration, explained
The value-point model breaks each position into weighted factors rather than a single blended score, so the reasoning behind any figure stays visible.
Instead of returning a single risk number, Collateral Value Point decomposes a portfolio into tiers: raw position data, factor-adjusted weighting, and a final calibrated value. Each tier is stored separately and can be reviewed in isolation.
This separation means a user can trace a portfolio-level figure back to the specific factors — concentration, liquidity, correlation exposure — that produced it, rather than accepting an unexplained aggregate.
- Factor-level transparency instead of a single opaque score
- Configurable weighting to match different mandates
- Historical comparison between calibration cycles
Tier 1 — Raw Positions
Normalised holdings data pulled directly from the connected source, unmodified.
Tier 2 — Factor Weighting
Concentration, liquidity, and correlation factors applied per configured parameters.
Tier 3 — Calibrated Output
Final value-point structure, delivered as a documented, versioned report.
The details that keep analysis usable
Beyond the core calibration engine, a set of supporting features keeps reports consistent and easy to compare over time.
Cycle-to-cycle comparison
Every calibration run is stored with a timestamp and version tag, so shifts in a portfolio's risk profile can be reviewed against prior periods rather than judged in isolation.
Configurable thresholds
Sector limits, liquidity floors, and concentration caps are set per portfolio, so the same engine can serve different mandates without changing its underlying logic.
Export-ready reporting
Structured output is formatted for internal review or record-keeping, with each figure linked back to the factor tier that produced it.
See the calibration engine on your own portfolio
Connect a read-only data source and review a structured value-point report before deciding on next steps.