---
title: "Portfolio Covariance & VaR Engine"
method: POST
path: "/v1/tools/compute_portfolio_var"
tags: ["TODO_TAGS_REVIEW"]
---

# Portfolio Covariance & VaR Engine

`POST /v1/tools/compute_portfolio_var`

## Request

- Base URL: `https://ainumbers.co`
- URL: `https://ainumbers.co/v1/tools/compute_portfolio_var`
- Auth: none declared

VaR and Expected Shortfall: Historical Simulation, Parametric (variance-covariance), and Monte Carlo with Cholesky 2-factor correlation structure. P&L histogram (30 bins), 8×8 covariance heatmap. 500 assets, seeded LCG RNG. Buy-side zero-egress story.

**Tool URL:** https://ainumbers.co/chaingraph/qfa-02-portfolio-var-engine.html
**AP2/Policy Mandate export:** yes

## Request body

- object
  - `avg_correlation` unknown, required
  - `conf_level` unknown
  - `confidence_level` unknown, required
  - `correlation` unknown
  - `holding_period` unknown
  - `holding_period_days` unknown, required
  - `mc_sims` number, required
  - `n_assets` number
  - `n_paths` unknown
  - `portfolio_value_mm` unknown
  - `seed` unknown, required

## Response `200`

Successful tool execution result

- object
  - `compliance_flags` string[]
  - `conf_level` number
  - `es_dollar_mm` number
  - `hist_var_pct` number
  - `holding_period` integer
  - `mc_es_pct` number
  - `mc_var_pct` number
  - `n_paths` integer
  - `param_es_pct` number
  - `param_var_pct` number
  - `portfolio_vol_hp` number
  - `var_dollar_mm` number
  - `verdict` string

---

[API](https://skmtc.dev/ainumbers/apis/ainumbers-co-fintech-intelligence-suite.md) · [All operations](https://skmtc.dev/ainumbers/apis/ainumbers-co-fintech-intelligence-suite/llms.txt) · [OpenAPI document](https://skmtc.dev/ainumbers/apis/ainumbers-co-fintech-intelligence-suite/revisions/b462e4f5bb28?raw)