Algo Risk Reports

Pre-configured risk reports

• Algo Risk Reports offers you a choice of any of three pre-configured risk reports:
  • Regulatory Reports designed to help you comply with present and future regulatory requirements while supporting appropriate levels of transparency.
  • Investor Reports enable better communication with your clients, enhancing investor confidence and helping to attract/retain funds under management.
  • Investment Reports provide managers with risk analytics to support better portfolio design and management.

Mark-to-Future methodology

• Offers IBM’s Mark-to-Future methodology that enables you to benefit from a full revaluation approach and sophisticated asset modeling, with consistency across a multi-asset class framework, without the need to invest in costly risk infrastructure.
• Enhances confidence with risk management that is grounded in reality: risk numbers do not need to be scaled over time and, during simulations, matured instruments are settled correctly, whilst optionality is exercised properly, and the ageing of instruments is accurately captured.

Enhanced model accuracy

• Algo Risk Reports supports whatever strategies you may wish to deploy, with a pre-defined universe of traded and non-traded instruments to address most managers’ needs.
• Provides asset modeling and validation by financial engineers, offering you optimum model accuracy and consistency for the proper measurement of path dependent instruments (e.g. barrier options and callable convertible bonds).