Algo One Risk and Financial Engineering Workbench

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:

Stand-alone or complementary

IBM Algo One Risk and Financial Engineering Workbench is offered on a stand-alone basis or, as illustrated here, complementing IBM Algo Risk Service on Cloud and the Algo Risk Application (ARA).

Stand-alone or complementary

Modular workflow

An easy-to-use modular workflow – linking instruments, pricing models, market data curves, securities grouped in portfolios and brought together with scenarios – enables swift analysis of financial data and simulation results.

Modular workflow

Instrument view

The instrument view – in this case, for an American put option on a Japanese equity – allows users to quickly confirm terms and conditions, and obtain a pop-up window showing underlying security and relevant market data.

Instrument view

Aggregate table automation

Users can easily make fundamental changes in the instrument’s terms and conditions. Here, in redefining the instrument from a put to a call, the user obtains an updated valuation with all other attributes remaining the same.

Altering terms and conditions

Scenario analysis

In scenario analysis, by right-clicking on a Value at Risk (VaR) figure, a user can produce a histogram for the instrument or portfolio value across scenarios.

Scenario analysis

Stress test module

The stress test module allows a user to modify an existing scenario, import scenarios from external files, or even create stress scenarios within the application. Here we see a scenario where interest rates and equity risk factors are stressed.

Stress test module

Algo One Risk and Financial Engineering Workbench Screenshots

Enables better risk insights and decision making

Provides advanced usability

Enables enhanced execution and performance

Offers comprehensive instrument coverage

Helps increase efficiency

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

Algo One Risk and Financial Engineering Workbench

Achieve better risk insight with an advanced investigative tool

IBM Software Subscription and Support is included in the product price for the first year.

Not available for purchase online.

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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