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. This edition is offered with a standard configuration for models, scenarios, market data, risk reports, analytics measures, aggregation keys and time steps. However, unlike standard ASP approaches, it also offers the flexibility to tailor the analytic measures, valuation models and reporting options to meet a firm’s unique risk and portfolio construction 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.
- Market data covering risk factors, scenarios, and T&Cs for exchange traded instruments. The data is provided by IBM Algorithmics Managed Data Services which a specialist market data provider focused on producing transparent, high-quality, consistent market data.
- Enhanced flexibility with the ability to select from a range extensions that provide, for example, intra-day processing, custom scenarios, counter-party credit exposure calculations, and advisory services.
- 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.