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Algo Risk ServiceOn-demand, hosted, web-based risk measurement and portfolio construction service  

 Award-winning Algo Risk Service provides on-demand access to a hosted, web-based risk measurement and portfolio

construction service, without the cost of a complex infrastructure. Risk managers and front-office users can quickly benefit

from its interactive workflow, comprehensive and customizable reporting capabilities, 'what-if' analysis, as well as the ability

to stress-test across a number of risk factors including market risk, credit spreads, volatility surfaces and commodity curves.

Algo Risk Service: 

  Features advanced analytics to cover both traditional assets and derivatives

  Offers pre-defined functionality, product coverage and service-enabled processes

  Requires no software installation or traditional implementation

  Provides a solution that is scalable, extensible and ready to accommodate new methodologies and investment innovations

as a firm's risk strategies evolve

  Is supplemented by Market and Conditions data provided directly by cl ients or through Bloomberg agency agreement

Features and Benefits

Multiple risk perspectives 

The underlying scenario-based methodology provides multiple risk perspectives across all risk factors, asset classes, and

investment strategies, resulting in a robust, consistent, and meaningful view of risk exposure. This helps risk managers

assess the risk of an individual portfolio or the consolidated risk of multiple portfolios and/or portfolio hierarchies across the

organization.

Seamless risk inclusion 

With an interactive strategy workflow for risk assessment and portfolio construction purposes, Algo Risk Service enables

portfolio managers to efficiently and transparently embed risk into the core of their investment and risk budgeting process

with extensive optimization and ‘what-if’ functionality to help maximize risk-adjusted performance.

Portfolio strategy in action 

 Algo Risk Service provides traders with the tools to evaluate the tactical implementation of a portfolio strategy. Traders gain

access to functionality that provides impact analysis of possible trades, extensive 'what-if' functionality, limit monitoring, risk

measures at the position, portfolio or group level, and the ability to assess hedging strategies to mitigate risk.

How it Works

1  – Client data is securely sent to Algorithmics  

 All the data from a client’s financial universe is sent to Algorithmics each day via the secure file transfer protocol. Portfolio

hierarchies and the instruments in each portfolio are processed by Algo Risk service to enable clients to maintain an

accurate view of risk.

2  – Algo Risk Service is updated 

 At the start of the next business day, Algo Risk Service has been updated to reflect current information on all exposures,

portfolios, and instruments, which are ready for new inquiries and rapid analyses.

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3  – Clients access risk and portfolio analytics 

 Algo Risk Service is hosted by Algorithmics and delivered to clients through a web-based, interactive risk analytics tool.

Through this online access, clients can quickly obtain analysis at multiple points of inquiry including firm, fund, or position

level.