Kaiko to provide reference rates for Cboe Digital’s futures settlement

Risk Metrics.
Value-at-Risk and portfolio tools designed for professional risk management.
Better Risk Management for unpredictable markets
Our risk management tools empower asset and portfolio managers in the cryptocurrency industry, accounting for the idiosyncrasies of crypto market structure.
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Adapt Portfolio Risk
Test different risk thresholds for a range of assets. -
Stay Compliant
Compute capital requirements for assets under custody. -
Optimize Your Portfolio
Explore the risk/return profile and composition of assets.
Risk Products
VaR Estimator
Daily Value-at-Risk estimator for single and multi-asset portfolios.
Daily computations
Confidence levels between 90% – 99%
Advanced methodology
Available via REST API and CSV Files
Portfolio Valuation
Customizable single and multi-asset price feeds for any portfolio composition.
Select assets and portfolio weight
End-of-day and intraday granularity
Converted into any fiat currency
Available via REST API, Kaiko Stream, and CSV Files
Case Study
VaR for Crypto Assets
In this case study, we will demonstrate how cryptocurrency portfolio managers can better manage risk with Kaiko’s VaR estimator.
Introduction to VaR and use cases
Example analysis for a simulated portfolio
Product usage and methodology

Ready to Get Started?
We serve 200+ enterprise clients worldwide, from financial institutions to crypto-native enterprises. Learn how you can benefit from Kaiko today.