1. A computer-implemented method for assessing risk of securities, the method comprising: retrieving, from a machine-readable storage device, data corresponding to a portfolio of securities; identifying data corresponding to a legacy risk contribution of the portfolio of securities; computing, by a computing device, a legacy risk value of the set of securities based on the data corresponding to the legacy risk contribution; determining whether the legacy risk value exceeds a threshold value; and selling a portion of the portfolio of securities that causes a reduction in the legacy risk value of the portfolio of securities.