dandman

Yes you can do this, limited usefulness perhaps but it is possible. There is software to accomplish most of what you are probably after, ie-RiskMetrics, perhaps Factset. You can do stress testing, scenario analysis, and see VaR statistics.
A lot of this stuff is going to be based on historical return data, which is why I say it may not be as useful. You can also use bloomberg. I am not going to comment on how useful VaR and such items are, thats a different debate, but you can get at the info…
Greenman-disagree.VaR can provide data on expected fluctuations in a portfolio (I am 95% sure I shouldnt lose more than 2% in a day)….usefulness beyond banks. Same for stress testing (what should I expect my portfolio to do if there was a repeat of Sept 11th, or rates moved 100bps, etc)…useful beyond banks and not directly related to only solvency.