This pattern describes how to implement a value at risk (VaR) calculation system by using AWS services. In an on-premises environment, most VaR systems use a large, dedicated infrastructure and in-house or commercial grid scheduling software to run batch processes. This pattern presents a simple, reliable, and scalable architecture to handle VaR processing in the AWS Cloud. It builds a serverless architecture that uses Amazon Kinesis Data Streams as a streaming service, Amazon Simple Queue Service (Amazon SQS) as a managed queue service, Amazon ElastiCache as a caching service, and AWS Lambda to process orders and calculate risk.
