Algo Risk

Algo Risk supports the pursuit of informed investment decisions with real time access to market and risk information. Addressing the diverse needs of risk managers, traders, portfolio managers, and quants, Algo Risk supports multiple investment strategies, asset classes, valuation methodologies, risk/portfolio analytics, and scenario generation techniques.

Algo Risk integrates the front and middle office through a flexible reporting interface. Decision support functions such as "what-if" analysis and "best hedge" recommendations are provided in addition to standard risk and performance analysis. Supporting a wide range of advanced portfolio and risk analytics, Algo Risk combines real time risk monitoring and an easy-to-use, customizable structure within an enterprise-wide data management system.

Benefits

Greater Risk Transparency
Using Algo Risk's consistent and asset-neutral risk methodology, firms are able to dynamically identify concentrations of risk categorized by risk factor, strategy and portfolio grouping at the enterprise level or drill down to the position level.

Real Time Portfolio and Risk Analytics
Algo Risk delivers real time portfolio analytics, risk analytics and exposure management to the front office via a user-friendly, web-enabled interface. Risk profiles can be updated throughout the day to ensure there is always an up-to-date, accurate picture of risk.

Integrate the Front and Middle Office
Algo Risk addresses both front- and middle-office information requirements by leveraging a single enterprise risk framework. Algo Risk provides a configurable and interactive interface that meets the needs of multiple groups within the organization, including portfolio managers, risk managers and senior officers.

Adapt to Evolving Business Requirements
A highly scalable solution, Algo Risk enables an institution to respond quickly to the addition of new asset classes, business lines, investment strategies, and risk methodologies as they emerge.

Reduce Total Cost of Ownership
Using a common software architecture across the front and middle office, Algo Risk simplifies a firm's overall IT infrastructure and relies on proven risk analysis tools that help to reduce implementation time and overall system support costs.