Achieve better risk insight with an advanced investigative tool
IBM® Algo® One Risk and Financial Engineering Workbench is a risk diagnostic tool that enables deep and accelerated analysis of risk factors, calibrations and models for a broad range of products across all major asset classes in a portfolio. This investigative tool facilitates risk transparency and helps you quickly identify which products and factors contribute most to risk. Offered on a stand-alone basis, or complementing IBM Algorithmics on-premise or hosted risk solutions, it enables you to spend less time on routine analysis and more time gaining insights to help you reduce risk.
Algo One Risk and Financial Engineering Workbench offers a range of features and benefits, including:
- Enables better risk insights and decisions with functionality for full valuation and investigation at the model or portfolio-component level.
- Provides advanced usability with an innovative graphical user interface designed from a practitioner’s perspective.
- Enables enhanced execution and performance to improve modeling efficiency with portfolio cross-referencing capability.
- Offers comprehensive instrument coverage enabling modeling of a broad range of products across all major asset classes.
- Helps increase efficiency with a predictive perspectives application designed to anticipate the details you want to see.
Algo One Risk and Financial Engineering Workbench Screenshots
Enables better risk insights and decision making
- Includes functionality enabling full valuation and investigation at the model or portfolio component level.
- Enables you to drill down into financial models and observe the environment data, instrument parameters and model associations for every holding in the portfolio.
- Provides an environment that allows you to access and adapt models beyond those set up in the production environment. This includes initiating what-if analyses, changes, corrections and stress analysis, as well as analysis of tails and extreme results.
Provides advanced usability
- Offers you an innovative and intuitive graphical user interface designed for more flexible desktop management.
- Enables you to move more easily from one analytical area into another with the click of a button.
- Supports group collaboration enabling users across your organization to insert comments, share findings, and propose updates or further investigation.
Enables enhanced execution and performance
- Improves overall modeling efficiency with reusable components that can be cross referenced.
- Provides the ability to analyze possible future outcomes when combined with scenarios created within the application or generated via the IBM Algo Scenario Engine.
- Enables advanced risk analysis in the application’s Stress module.
Offers comprehensive instrument coverage
- Offers modeling of a broad range of products across all major asset classes, including vanilla and exotic derivatives, structured products and even Monte Carlo-based pricing methods.
- Enables you to create functions using RiskScripts, Risk++ or custom expressions.
Helps increase efficiency
- Provides a predictive perspectives application designed to anticipate the details you want to see when drilling through layers of analysis and tracks, while tracking the path taken.
- Enables faster simulations with smart caching to automatically track your updates so re-simulations only refresh the impacted variables.
Algo One Risk and Financial Engineering Workbench resources
Data sheet: IBM Algo One Risk and Financial Engineering Workbench
White Paper: Partially cloudy: the benefits of hybrid deployment models