Abstract: Disclosed embodiments provide a computer-implemented technique for risk measure aggregation. An instrument simulation data table is created, comprising, for each instrument, a two-dimensional array defining scenarios and timestep simulation information. Each record holds timesteps, and simulation information for a plurality of scenarios, for an instrument from the plurality of financial instruments. A reverse portfolio data table is created, comprising, for each instrument, a tuple comprising position units for a portfolio from a plurality of portfolios. Each portfolio includes one or more instruments from the plurality of financial instruments. The instrument simulation data table and the reverse portfolio data table are joined based on an instrument identifier to create an instrument information table. The instrument information table comprises one record per instrument. Each record comprises data fields of instrument, simulation values, and position units by portfolio.