Gold-i Enhances Visual Edge Risk Management Solution with VaR and Stress Testing Features

Gold-i, a global leader in FX and crypto trading technology, has added new functionality to its advanced risk management solution, Visual Edge, to help clients quantify risk exposure and evaluate potential losses and vulnerabilities under varying market conditions.

Aimed at regulated brokers, the new Visual Edge features provide advanced portfolio analytics, historical Value at Risk (VaR), Conditional Value at Risk (CVaR), Monte Carlo planning simulations, stress testing and Negative Balance Protection (NBP) analysis, enabling brokers to make informed risk decisions based on real-time exposure data.

Historical VaR and CVaR Analysis: The platform calculates portfolio-level Value at Risk (VaR) and Conditional Value at Risk (CVaR) using configurable lookback periods and confidence levels. Financial institutions can analyse risk using multiple historical windows to better understand potential losses under varying market conditions.

Stress Testing: Financial institutions can model the impact of significant market events across portfolios and client accounts, using both historical and user-defined stress scenarios. Risk managers can evaluate how extreme price movements would affect exposures, profitability and capital requirements.

Negative Balance Protection Analytics: Financial institutions can gain an understanding of potential exposure arising from client accounts entering negative equity. The metrics - including the number of clients projected to have negative balances, total negative balance exposure and the number of clients falling below predefined equity thresholds - help firms identify concentrations of risk and assess the potential financial impact of severe market movements.

Tom Higgins, CEO of Gold: “As market volatility continues to increase, brokers face growing pressure to understand not only their current exposure but also how extreme market events could impact client accounts and broker capital. Our new Visual Edge risk features help with scenario planning, providing a comprehensive framework for measuring portfolio risk across individual clients, client groups and business-wide portfolios.

"Brokers need timely, accurate and actionable risk analytics to protect their business and their clients. By combining VaR, CVaR, stress testing and Negative Balance Protection analytics within our existing risk management tool, we are providing clients with a comprehensive view of both client risk and broker exposure, including the ability to identify vulnerabilities before they become real-world problems.”

Visual Edge, which is easily integrated with MT4/MT5, DXtrade and other trading platforms, provides an unparalleled understanding of clients’ trading performance, enabling multi-asset brokers to manage risk, maximise the efficiency of their trading operations and increase profitability. It stands out for its powerful visual analysis capabilities, its scalper detection feature, and ability to provides a complete real-time oversight of a broker’s trading operations, including exposure and P&L. This empowers them to make informed decisions about which clients to A-Book and which to B-Book.

The technology provides a very clear view of which clients are making profits and which clients are making losses, while also allowing brokers to identify if profits or losses are specific to certain types of trades or groups and how consistent these trends are over time.

Visual Edge transforms complex market and portfolio data into clear, actionable risk metrics that support risk management teams, dealing desks, compliance functions, senior management and board-level reporting. These metrics can also help regulated entities to meet their regulatory requirements. The platform supports thousands of accounts while delivering rapid risk calculations suitable for both operational monitoring and management reporting.