Customizable, hosted risk service for portfolio construction, risk management and reporting
IBM Algo Risk Service on Cloud offers hedge funds, asset managers, pension funds and other buy-side organizations access to an award-winning web-based portfolio construction, risk management and reporting service without the costs or challenges of an in-house deployment. Offering bundled data, it provides a wide variety of simulation-based risk analytics that enable portfolio managers, traders, risk managers and senior officers to take a proactive approach to risk oversight and decision making.
Algo Risk Service on Cloud features include:
- Risk-informed decision support provides ‘what if’ analysis of possible trades and hedging strategies.
- Customization and flexibility enables the valuation, simulation and reporting of assets and risk factors to be tailored to your specific requirements.
- Coverage of multiple asset classes and risk perspectives across an extensive range of risk factors, asset classes and investment strategies.
- Market data to provide a solid foundation for trusted risk analytics.
- Interactive Web-based interface integrates the front and middle office with support for on-demand analysis.
- Hosted risk management and reporting enables you to focus on your primary business activities.
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.
- Includes, as part of the subscription fee, market data covering risk factors, scenarios, and T&Cs for exchange traded instruments.
- Data is provided by IBM Algorithmics Managed Data Services, a specialist market data provider focused on producing transparent, high-quality, consistent market data.
- Integration and management of high quality data helps instill greater confidence in the risk numbers.
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.