Hidden Risk Section — What the Engine Found That You Did Not
The Hidden Risk section is auto-generated from the correlation engine and surfaces concentration, convexity, and liquidity risks in deterministic, non-advisory language.
TL;DR
The Hidden Risk section is auto-generated from the correlation engine and surfaces concentration, convexity, and liquidity risks in deterministic, non-advisory language.
Why This Exists
An investment committee focuses on expected numbers — scores, yields, allocations. The risks they miss are not in the allocation table: counterparty concentration across modules, aggregate concavity, and liquidity cliffs. The Hidden Risk section surfaces these facts.
How It Works
Three engines run automatically: (1) Correlation Engine — counterparty overlap, BTC delta concentration. (2) Convexity Engine — aggregate concavity, tail flags. (3) Liquidity Engine — illiquidity concentration, withdrawal risks.
Each produces risk notes following: "[Risk Type]: [What detected]. [Quantified impact]. [Affected positions]." No advice — just facts.
What You See in the Platform
In IC Report after True Exposure Map. Numbered items with severity badges (INFO, WARNING, CRITICAL). Section header: "Auto-generated by the ACI Risk Engine. Not investment advice."
Where to Go Next
Read Methodology Portal to verify ACI's claims, or IC Report Anatomy for full report structure.
Next up
Methodology Portal — How to Verify Everything ACI Claims
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