Benefits
Portfolio Construction and Risk Management Service meets the diverse requirements of portfolio managers, traders, risk managers and quants that require an accurate, real-time view of risk in support of intelligent risk taking and business growth.
Leading-edge tools with low cost of ownership
Portfolio Construction and Risk Management Service delivers sophisticated risk and portfolio analytics without the cost of maintaining a complex internal infrastructure. Via a web-based portal, risk may be assessed on a standalone basis, allocated to specific risk factor classes, or relative to the overall group.
Comprehensive investment strategy support
Portfolio Construction and Risk Management Service supports all long-short and long-only investment strategies spanning all asset classes whether exchange-traded or OTC products. Any risk analysis can be assessed at the enterprise, portfolio, fund-of-fund or position level. Portfolio hierarchies can be collapsed on demand and re-aggregated across a variety of user-defined criteria.
Advanced risk measurement and management
Portfolio Construction and Risk Management Service provides institutions with an extensive array of simulation-based risk analytics, ranging from probabilistic measures (such as VaR, directional VaR and expected tail loss) to stress testing measures (such as user-defined risk factor shocks, numerical sensitivities and historical replays).
Sophisticated portfolio modeling capabilities
Portfolio Construction and Risk Management Service includes a wide variety of portfolio construction analytics including 'what-if' and hedge analyses, as well as both parametric and scenario-based optimization. A robust portfolio-modeling environment allows institutions to restructure their portfolios in absolute terms or with respect to a benchmark, to construct efficient frontiers, and to compare alternative optimized portfolios within a strategy workbench.
Related Downloads
Integrated Risk Management: Market and Credit Risks
Algo Risk Service Brochure
Leading-edge risk and portfolio analytics through a low cost of ownership, interactive web-based service.
Algo Risk Service Fact Sheet
Overview of the solution that provides an integrated view for all investment strategies and asset classes.
Related Information
Algorithmics signs Hermes and enters into development partnership
Testing Flexibility
An investigation into single applications, such as Algo Risk Service, that are being used to support both risk measurement and portfolio construction across the buy side.