Risk API Overview
Welcome to the Bitpulse Risk API documentation. This API provides powerful risk assessment and decision-making capabilities for your financial applications.
Base URL
The base URL for all API requests is:
https://api.bitpulse.io
Overview
The Risk API helps you:
- Calculate risk scores for loans and collateral
- Assess market liquidity constraints for large positions
- Perform Value at Risk (VaR) analysis
- Determine optimal loan parameters based on risk tolerance
- Make data-driven decisions using advanced risk models
Key Features
Risk Assessment Models
Our API offers multiple risk assessment methodologies:
- Geometric Brownian Motion (GBM): Monte Carlo simulation using GBM
- GBM with VIX: GBM simulation with volatility derived from VIX data
- GARCH: Generalized Autoregressive Conditional Heteroskedasticity for volatility forecasting
- Historical: Empirical model based on historical data
- Liquidity-Constrained: Models that incorporate market volume constraints for large positions
Risk Metrics
Get comprehensive risk metrics including:
- Probability of margin calls, liquidations, and closeouts
- Average loss percentage
- Survival rate analysis
- Worst-case Collateral Coverage Ratio (CCR)
- Market liquidity analysis with volume statistics
- Maximum daily liquidation capacity
- Participation ratio-based constraints
Value at Risk (VaR) Analysis
Calculate VaR across multiple time horizons:
- Collateral VaR and Conditional VaR
- Loan VaR and Conditional VaR
- Net Exposure VaR and Conditional VaR
Getting Started
To start using the Risk API:
Available Endpoints
The API provides the following endpoints:
[POST] /loan_risk: Calculate loan risk metrics[POST] /loan_risk_low_liquidity: Calculate loan risk metrics with market liquidity constraints[POST] /loan_origination: Calculate optimal loan parameters[POST] /var: Calculate Value at Risk
Need Help?
If you have any questions or need assistance:
- Check our Error Handling guide
- Contact our support team at admin@bitpulse.io