Algorithmics Portfolio Construction and Risk Management for Fund Managers – in its Reporting, 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 a cost-effective reporting solution, this edition offers:
- Pre-configured, static risk reports
- Regulatory Reports - designed to comply with present and future regulatory requirements, while supporting appropriate levels of transparency.
- Investor Reports – designed to enhance communication with clients in order to build investor confidence and attract/retain funds under management.
- Investment Reports – designed to provide fund management teams with the analytics to better manage their fund(s) from risk measurement, portfolio construction and decision support perspectives.
- No compromise on modeling accuracy
- Advanced portfolio and risk analytics with a consistent risk methodology.
- Enhanced modeling accuracy and comprehensive class coverage even for structured investments.
- Risk factor attribution to provide a different perspective on risk.
- Rapid implementation and flexible migration path
- Swift, low-cost implementation.
- Option to easily migrate to the Managed or Installed Editions.
For Fund Managers seeking more customized capabilities within a hosted, managed service, offering lower costs of ownership without the need for a complex infrastructure. Offered with a 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. Managed and installed feature access to our service/advisory team before, during and after implementation.