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Open Source Risk Engine

Open source software for pricing and risk analysis.

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  1. Overview
  2. ORE Academy
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The risk analytics platform that global financial institutions rely on

The Open Source Risk project is a transparent, peer-reviewed, free-to-access framework for pricing and risk analysis. It serves as a benchmarking, validation, training and teaching reference and an extensive foundation for tailored risk solutions.

What is Open Source Risk Engine (ORE)?

ORE is an Open Source Software project, designed for contemporary pricing and risk analytics of traded financial products. ORE forms the foundation to many risk services, including IM Risk Generator.

Following the 10th release of ORE, we have set out a roadmap of contributions to the financial instruments covered. View the roadmap for the next four quarters.

ORE Analytics

ORE’s analytics cover:

  • Financial instrument valuation for a range of derivatives products and bonds across six risk classes (interest rates, foreign exchange, inflation, equity, credit and commodity).
  • Market risk analysis, sensitivity analysis, stress testing, value-at-risk.
  • Credit exposure simulation.
  • CSA pricing and XVA calculation.

ORE is flexible and user-friendly

ORE is designed to be accessible to end users and provide access to industry comparisons and peer group analysis across a range of metrics. Our intraday response and dispute monitor provides real-time data for important management decisions.

Dashboard designer

Advanced users can create custom reports and charts by leveraging the point-and-click builders or using SQL.

Useful links

Open Source Risk Engine (ORE) Academy

Learn the possibilities within ORE

View our library of training videos to become an ORE expert

Our quant experts have created an extensive library of learning materials so that you can take complete advantage of the capabilities within ORE. You will be taken through general information such as installation, files configuration​, trades & analytics and technical finance.

Visit ORE Academy on Youtube
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Insights

Explore all post trade insights

Past performance is no guarantee of future returns. Please see the end for important legal disclosures.

ORE 13 enhances risk simulation with XVA, mid-coupon support, Python/API wrappers, and faster performance—driving open source innovation in finance.
• Post Trade
•
6 min

Quantile’s Use of ORE

Quantile swaps legacy pricing tech for ORE to boost agility, cut costs, and power scalable risk analytics—learn how open source redefined their strategy.
• Post Trade
•
7 min

Capital Calculation: Standardised vs. Model-Based Approaches

Discover a detailed comparison of Standardised and Model-Based approaches to regulatory capital calculation.
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3 min

Stay up to date with Open Source Risk Engine

The Open Source Risk project is a transparent, peer-reviewed, free-to-access framework for pricing and risk analysis. It serves as a benchmarking, validation, training and teaching reference and an extensive foundation for tailored risk solutions.

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By submitting this form, you agree to your personal data being shared within the London Stock Exchange Group of companies (LSEG) for the purpose of receiving communications via post, phone and electronic means from LSEG about event, resources, products, and/or services.

For more information on how LSEG uses your data, see our Privacy Statement. You can adjust your preferences at any time through the preference link in any electronic communication that you receive from us.

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