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API Reference
DraftLast reviewed 2026-06-23

Portfolio risk surface

GET 
/api/v1/portfolio/risk

Returns per-position sensitivities (DV01, duration, convexity, delta, gamma, vega), per-currency concentration weights, and a top-N concentration summary. Sensitivities are sourced from domain.valuations.metrics (latest per deal for as_of_date). Null sensitivity fields indicate the metric does not apply to the position's asset class. Limit fields carry the binding per-book risk limit (issue #715) for the line's book and currency — the active limit with the highest utilization — or are null when none is configured. When bookId is omitted, risk lines and concentration are aggregated across all books the caller has read access to; limit utilization is still assessed per book. Configure limits via /api/v1/risk-limits.

Request​

Responses​

Risk surface returned