Algo Risk Service

Risk-informed decision support

• Provides better insight for decision making, with advanced features for risk aggregation, attribution and decomposition of portfolio risks.
• Enables you to perform pre-trade “what-if” analysis to evaluate the impact of different portfolio choices before real world decisions are implemented.
• Allows you to show how a portfolio would perform under a range of simulated conditions by conducting stress tests and scenario analysis.
• Supports your developing best hedge strategies by utilizing its optimization capabilities.

Customization and flexibility

• Tailored to your specific requirements, with a dedicated data and production environment that offers customized risk analytics, valuation, simulation and reporting of assets and risk factors.
• Enables on-demand analysis with its interactive user interface.
• Allows you to introduce liability cash flows from different actuarial systems to support, for example, liability driven investing.
• Provides a range of powerful extensions that can be added to the risk service as required to address your specific requirements, or as your firm’s business needs or risk strategies evolve.
• Gives you the ability to work with partners to build out 'best of breed' solutions on an individual basis.

Coverage of multiple asset classes and risk perspectives

• Provides you with multi-asset class coverage that spans asset types and geographies, and includes complex derivatives and other non-linear assets.
• Enables a holistic understanding of risk across your organization, with support for multiple risk perspectives that encompass an extensive range of risk factors and investment strategies.

Interactive Web-based interface

• Enables on-demand analysis to help make risk-informed decisions on a timely basis. This Web-based, interactive risk analytics tool allows you to quickly obtain analyses at multiple points of inquiry including firm, fund, or position level.
• Integrates the front and middle office, enabling team collaboration across the enterprise.
• Gives you cost-effective access to a range of powerful analytics, with the advanced capability to integrate with other code analysis tools through use of a common, extensible framework.

Hosted risk management and reporting

• Helps risk managers assess the risk of an individual portfolio or the consolidated risk of multiple portfolios and/or portfolio hierarchies across different geographies.
• Enables you to focus on your primary business activities and avoid a potentially costly and complex installation project.
• Supports a range of different reports for stakeholder reporting, including investment, client and regulatory reports.