Aladdin Studio Risk API

openapi: 3.0.3
info:
  title: Aladdin Data Cloud Analytics Risk API
  description: The Aladdin Data Cloud API provides access to Snowflake-based analytics data warehousing for large-scale portfolio analytics and data science workflows. Supports OAuth and Snowflake JWT authentication with both standard Snowflake connectors and Snowpark for Python.
  version: 1.0.0
  contact:
    name: Aladdin Studio
    url: https://www.blackrock.com/aladdin/products/apis
  license:
    name: Proprietary
    url: https://www.blackrock.com/aladdin/products/aladdin-studio
  x-generated-from: documentation
servers:
- url: https://api.blackrock.com/adc/v1
  description: Aladdin Data Cloud API server
security:
- OAuth2: []
- SnowflakeJWT: []
tags:
- name: Risk
  description: Risk analytics and factor exposure calculations
paths:
  /portfolios/{portfolioId}/risk:
    get:
      operationId: getPortfolioRisk
      summary: Aladdin Studio Get Portfolio Risk Analytics
      description: Retrieve risk analytics for a portfolio including factor exposures, tracking error, VaR, and contribution metrics computed by Aladdin's risk engine.
      tags:
      - Risk
      parameters:
      - name: portfolioId
        in: path
        required: true
        description: Unique portfolio identifier
        schema:
          type: string
          example: PF-123456
      - name: asOfDate
        in: query
        description: Risk calculation date in YYYY-MM-DD format
        schema:
          type: string
          format: date
          example: '2026-04-19'
      - name: model
        in: query
        description: Risk model to use for calculation
        schema:
          type: string
          example: AXUS4
      responses:
        '200':
          description: Portfolio risk analytics
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/PortfolioRisk'
              examples:
                getPortfolioRisk200Example:
                  summary: Default getPortfolioRisk 200 response
                  x-microcks-default: true
                  value:
                    portfolioId: PF-123456
                    asOfDate: '2026-04-19'
                    trackingError: 0.0342
                    var95: -0.0285
                    beta: 1.02
                    factorExposures:
                    - factorName: Market
                      exposure: 1.02
                    - factorName: Size
                      exposure: -0.15
        '404':
          description: Portfolio not found
      x-microcks-operation:
        delay: 0
        dispatcher: FALLBACK
components:
  schemas:
    PortfolioRisk:
      title: PortfolioRisk
      type: object
      description: Risk analytics for a portfolio computed by Aladdin's risk engine
      properties:
        portfolioId:
          type: string
          description: Portfolio identifier
          example: PF-123456
        asOfDate:
          type: string
          format: date
          description: Risk calculation date
          example: '2026-04-19'
        trackingError:
          type: number
          description: Annualized tracking error vs benchmark
          example: 0.0342
        var95:
          type: number
          description: 95% Value at Risk (1-day)
          example: -0.0285
        beta:
          type: number
          description: Portfolio beta vs benchmark
          example: 1.02
        volatility:
          type: number
          description: Annualized portfolio volatility
          example: 0.152
        factorExposures:
          type: array
          description: Factor exposure breakdown
          items:
            $ref: '#/components/schemas/FactorExposure'
        riskModel:
          type: string
          description: Risk model used for calculation
          example: AXUS4
    FactorExposure:
      title: FactorExposure
      type: object
      description: Risk factor exposure for a portfolio
      properties:
        factorName:
          type: string
          description: Risk factor name
          example: Market
        exposure:
          type: number
          description: Factor exposure value
          example: 1.02
        contribution:
          type: number
          description: Contribution to portfolio risk
          example: 0.0285
  securitySchemes:
    OAuth2:
      type: oauth2
      description: OAuth 2.0 with access tokens for Data Cloud authentication
      flows:
        clientCredentials:
          tokenUrl: https://api.blackrock.com/oauth/token
          scopes:
            adc:read: Read Data Cloud data
    SnowflakeJWT:
      type: http
      scheme: bearer
      description: Snowflake JWT authentication using RSA key pairs for Data Cloud
      bearerFormat: JWT