Traditional daily batch VaR and stress testing creates a dangerous latency gap where portfolio risk can escalate unseen for hours. Automating this into a continuous workflow eliminates that blind spot by recalculating risk metrics on every material market move or position change. The operational upside is direct: faster breach detection allows risk managers to intervene before losses compound, protecting capital and satisfying regulatory expectations for proactive oversight. This requires integrating live positions from the OMS, streaming market data, and a scalable compute layer for the intensive simulations.




