Real-time Risk Aggregation and Exposure Monitoring
Close the gap between slow risk systems and fast-moving execution platforms. 3forge bridges your portfolio holdings with live market data so risk and trading teams react to market and credit exposure shifts the moment they happen.
The Challenge
Risk calculations that run overnight can't catch what's happening now
Most risk infrastructure was designed around batch-driven, end-of-day mark-to-market on closing prices. As execution accelerates and markets move continuously, those systems leave risk officers blind to the intraday exposure shifts they are now expected to manage.
Batch-driven calculations
Risk engines compute on closing prices once a day, leaving the trading session unsupervised and exposure trends invisible until the following morning.
Disconnected from execution
Trading platforms move on quotes and orders in real time, but the risk infrastructure that should supervise them runs on a separate, slower clock.
Fragmented position sources
Holdings live in OMSs, prime broker statements, in-house books, and vendor risk systems that rarely speak the same language or refresh on the same schedule.
Spreadsheet-driven oversight
When real-time visibility is unavoidable, teams fall back to manual blotters and end-of-day spreadsheets that can't keep pace and can't be governed at firm scale.
The 3forge Approach
Live positions, live prices, one continuous risk layer
3forge sits on top of your existing risk and trading infrastructure. Its extensible connectivity framework sources positions from every system, joins them with real-time market data, and runs your firm's risk logic continuously. AMIScript turns disparate inputs into a unified, governed dataset that satisfies independent risk and compliance review, while the development studio delivers live dashboards, approval workflows, and PDF client reporting on top of the same source of truth.
Key Capabilities
What you can build with 3forge
Universal Position Aggregation
Source holdings continuously from OMSs, prime brokers, in-house books, and vendor risk platforms, through 35+ database adapters and 15+ live feed handlers, without forcing migration.
Continuous Mark-to-Market
Recompute exposure, P&L, and Greeks the moment a price ticks or a position changes, across asset classes, books, and legal entities, with no overnight blackout.
Multidimensional LivePivots™
Slice exposure by desk, strategy, region, counterparty, or instrument and reconfigure the aggregation tree on the fly, across millions of rows, all updating in real time.
Learn more about LivePivots™Cell-level Entitlements
Apply granular, role-based permissions at every level of the pivot, by desk, fund, region, or counterparty, so each user sees exactly what their mandate allows and nothing more.
Approvals & Client Reporting
Wire review, sign-off, and escalation workflows directly into the risk view, then disseminate the same governed numbers to clients as PDF or live dashboards, with no second pipeline to maintain.
Scales with Market Surges
Handles millions of positions, hundreds of users, and burst price-update volumes without forcing your underlying systems to scale alongside it.
Get started
See your own positions, marked-to-market, in real time
Book a 30-minute session with a 3forge solutions engineer and see real-time risk aggregation running against your own portfolio data.