Algorithmics Portfolio Construction and Risk Management for Fund Managers – in its Managed and Installed editions – offers a wide range of advanced portfolio and risk analytics that can be used as the foundation for both investment and risk oversight functions.
For fund managers seeking more customized capabilities within a hosted, managed service, this edition offers lower costs of ownership without the need for a complex infrastructure. Offered with your choice of a Standard option (with pre-defined functionality, product coverage and service-enabled processes) or a Premium option (tailored to your specific requirements), this edition provides:
- A managed service
- A multi-asset class, financial risk management platform hosted by IBM, which requires no software installation or traditional implementation.
- Highly secure, Web-enabled interactive user interface.
- Unique, client-dedicated environment designed for flexibility and customization of data, models and scenarios, and featuring a range of optional add-on's (e.g., derived data from multifactor equity models; risk factor attribution; custom scenarios; advanced reporting).
- A scalable, extensible solution that is ready to accommodate new methodologies and investment innovations as a firm's strategies evolve.
- Advanced portfolio and risk analytics
- Features valuation methodologies, pre-trade “what if” analysis, and portfolio optimization techniques.
- Advanced risk methodology that leverages scenarios and security re-pricing.
- Comprehensive portfolio modeling environment covering both traditional assets and derivatives, as well a range of risk factors including market risk, credit spreads, volatility surfaces and commodity curves.
- Addresses user needs across the organization
- Fund managers are provided with strategy dashboards, instruments valuation, and pre-trade risk analysis.
- Risk managers have access to data flow, pricing, exposure aggregations, limit management, risk assessment, and daily reporting.
- Client-facing teams are supported with risk management communication, as well as on-the-fly and batched analyses.
For fund managers seeking a high level of data control and the confidentiality of an installed solution, this edition offers:
- In-house installation
- Offers full control of data, models and scenarios.
- Allays confidentiality concerns, as there is no need for data to leave the premises.
Algorithmics Portfolio Construction and Risk Management for Fund Managers brings together different products into an integrated and comprehensive investment risk solution. Both Managed and Installed editions feature access to our service/advisory team before, during and after implementation.