openapi: 3.1.0
info:
  title: Bloomberg Buyside Enterprise Solutions Bloomberg Analytics Allocations Risk API
  description: Access to Bloomberg's analytics engine for fixed income, derivatives, and multi-asset calculations including scenario analysis, stress testing, yield curve construction, and pricing models. Part of Bloomberg's buy-side enterprise solutions for institutional investors.
  version: '1.0'
  contact:
    name: Bloomberg Support
    url: https://www.bloomberg.com/professional/support/
  termsOfService: https://www.bloomberg.com/professional/terms-of-use/
servers:
- url: https://api.bloomberg.com/analytics
  description: Bloomberg Analytics API Production
security:
- bearerAuth: []
tags:
- name: Risk
  description: Portfolio risk analytics and factor exposure
paths:
  /v1/portfolios/{portfolioId}/risk:
    get:
      operationId: getPortfolioRisk
      summary: Bloomberg Buyside Enterprise Solutions Get portfolio risk analytics
      description: Retrieve portfolio risk metrics including tracking error, value at risk, beta, factor exposures, and concentration analysis.
      tags:
      - Risk
      parameters:
      - $ref: '#/components/parameters/portfolioId'
      - name: asOfDate
        in: query
        description: Risk calculation date
        schema:
          type: string
          format: date
      - name: riskModel
        in: query
        description: Risk model to use for calculations
        schema:
          type: string
          enum:
          - BLOOMBERG_GLOBAL_EQUITY
          - BLOOMBERG_US_EQUITY
          - BLOOMBERG_FIXED_INCOME
          - BLOOMBERG_MULTI_ASSET
          default: BLOOMBERG_MULTI_ASSET
      - name: confidenceLevel
        in: query
        description: Confidence level for VaR calculations
        schema:
          type: number
          enum:
          - 0.95
          - 0.99
          default: 0.95
      responses:
        '200':
          description: Portfolio risk analytics
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/RiskResponse'
        '400':
          description: Invalid request parameters
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/ErrorResponse'
        '401':
          description: Unauthorized
        '404':
          description: Portfolio not found
components:
  parameters:
    portfolioId:
      name: portfolioId
      in: path
      required: true
      description: Unique portfolio identifier
      schema:
        type: string
  schemas:
    RiskResponse:
      type: object
      properties:
        portfolioId:
          type: string
        asOfDate:
          type: string
          format: date
        riskModel:
          type: string
        totalRisk:
          type: number
          description: Annualized total portfolio risk (standard deviation)
        trackingError:
          type: number
          description: Annualized tracking error versus benchmark
        beta:
          type: number
          description: Portfolio beta relative to benchmark
        valueAtRisk:
          type: number
          description: Value at Risk at specified confidence level
        conditionalVaR:
          type: number
          description: Conditional Value at Risk (expected shortfall)
        factorExposures:
          type: array
          items:
            type: object
            properties:
              factor:
                type: string
                description: Risk factor name
              exposure:
                type: number
                description: Factor exposure (beta)
              contribution:
                type: number
                description: Factor contribution to total risk
        concentrationMetrics:
          type: object
          properties:
            top10Weight:
              type: number
              description: Combined weight of top 10 holdings
            herfindahlIndex:
              type: number
              description: Herfindahl-Hirschman index for position concentration
            effectivePositions:
              type: number
              description: Effective number of positions
    ErrorResponse:
      type: object
      properties:
        error:
          type: object
          properties:
            code:
              type: string
            message:
              type: string
            details:
              type: array
              items:
                type: object
                properties:
                  field:
                    type: string
                  message:
                    type: string
  securitySchemes:
    bearerAuth:
      type: http
      scheme: bearer
      bearerFormat: JWT
      description: Bloomberg API bearer token obtained via OAuth 2.0 authentication
externalDocs:
  description: Bloomberg Analytics Documentation
  url: https://www.bloomberg.com/professional/product/analytics/