The Edgelab Excel add-in

Using its own risk model, Edgelab add-in offers functions that allow you to construct a risk-oriented analysis upon your financial portfolios. The add-in offers relevant metrics to help comply with regulations as well as conduct risk due diligence before validating a trade. On different granularity levels, you will be able to perform stress tests, measure tail risks and assess greeks and sensitivities for all your portfolios and a wide range of financial instruments.

The latest version of the add-in is 23.4.

Authentification

1. Once the add-in is installed, open Excel
2. Insert the API KEY Edgelab has provided you with and test it. Go visit the ribbon page for more information.
3. Save the API KEY once the test is passed. In a cell, type one of the Edgelab functions and see if you can draw a result from it.

Once the intallation is done, the following can be checked out:

• The versions page contains notes on the use of the ribbon, asset proxy, the User Defined Functions (UDFs).
• The glossary is available to give details on the functions’ parameters.
• The troubleshooting page will help you move forward if you encounter obstacles.
• The templates can be downloaded and modified according to your use cases.
• The stress scenarios documents all the available macro and historical stress scenarios.

To be aware of Edgelab’s latest product information and updates, feel free to subscribe using this link: subscribe.edgelab.ch/updates.

Using conditions

Thank you for your interest in our solution.

Please find below the links to:

• The Privacy Notice

• The Terms of Use

• The End User License Agreement