Case Study: Clarus Risk achieves minutes‑long liquidity stress tests and automated regulatory reporting with MathWorks (MATLAB)

Clarus Risk Develops Software-as-a-Service Platform for Regulatory Risk Reporting

Clarus Risk, the developer of the RiskMonitor® SaaS risk‑reporting platform, needed to help asset managers meet new ESMA liquidity stress‑testing requirements after many firms lacked the analytics and reporting capabilities to comply. To solve this, Clarus Risk enhanced RiskMonitor® using MathWorks' MATLAB and MATLAB Report Generator to automate data ingestion, analytics, and bespoke report generation as a managed service and SaaS offering.

Using MathWorks' MATLAB and supporting toolboxes, Clarus built object‑oriented reader, risk‑monitor, and report classes to normalize dozens of input formats, retrieve market data, run VaR and Monte Carlo simulations, and assemble over 100 tailored report types. The MathWorks‑based solution reduced liquidity stress‑test runtimes from days to minutes, enabled rapid adjustments to market changes (for example adding a time‑decay VaR function), and created a strong competitive differentiator for Clarus Risk.

Clarus Risk

Max Hilton

Managing Director