Investment committees ask risk and liquidity questions that traditional books of record can’t answer, especially when private assets report quarterly and derivatives create synthetic exposures that stay invisible in holdings-based views. ABOR and IBOR show what you own and where it’s held, but they don’t provide a unified, look-through view of actual factor exposures, scenario impacts, or decision-time liquidity assumptions across public and private markets.
Grid Dynamics’ Bitemporal Risk Book of Record (RBOR) architecture addresses this architectural gap with a five-layer Google Cloud design that supports sub-second “what-if” analysis for pre-trade decisions and governance-grade bitemporality for reconstruction and compliance. The design separates ingestion, hot-path execution, cold-path analytics, governance, and a bitemporal RBOR layer, enabling real-time factor decomposition, liquidity stress testing, and portfolio look-through aggregation. Example workflows include marginal VaR in under one second, Monte Carlo liquidity shocks (for example, -25% market decline), and “as-of” reconstruction using valid-time and system-time to show what was known at the time a decision was made.
Download the Bitemporal Risk Book of Record solution brief for the five-layer Google Cloud architecture, key components (XTDB, Kafka, Redis, BigQuery), and book a 30-minute architecture review to scope your portfolio use cases.
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