Risk Management System
Risk Management in Real Time
With Algorithmica‘s Risk Management System, ARMS RiskEye, your front office gets the truly transformational performance you need. Control risk limits in real-time, explore your portfolio analytics and make better trading decisions.
It also gives your risk department the perfect tool to deal with the unprecedented complexity of staying on top of the latest regulatory requirements. Managing counterparty, credit and market risk relies on capturing, maintaining, and analyzing vast amounts of historic data, while simultaneously gaining real-time insight based on live feeds.
Get the Truly Transformational Performance You Need
ARMS RiskEye is built for phenomenal speed and uses our proprietary rCube in-memory technology to offer all the portfolio risk and analytics previously only available end-of-day in true real-time all through the day. No more waiting for next day’s limit reports.
RiskEye handles a wide range of analytics methodologies, enabling you to view and analyze your portfolio from multiple perspectives – such as by instrument groups, by risk class, by regions, diversification, portfolio risk, PnL center and more. It also gives you what-if and simulation capabilities across all instrument and portfolios.
ARMS RiskEye solves a central challenge facing all risk managers today: real-time analysis of risk by any chosen dimension. It handles the latest regulatory requirements, and includes modules to calculate FRTB, PFE, CVA/xVA and IRRBB – many of them in real-time as well.
The superior performance allows for ad-hoc what-if simulations on portfolio hierarchies with millions of positions – giving the risk manager a new and powerful tool to gain insights and better survey the portfolio risk.
Flexible Solution to Extend and Integrate
We love open solutions. The RiskEye architecture is flexible, open to customer extension through most popular API’s, and able to meet business and regulatory changes.
The RiskEye server is easily setup to import transactions in real-time from your portfolio systems through industry standard interfaces like fpML, FIX and JSON. Custom risk and analytics measures can be added to the server as needed, and will then be available in real-time thanks to the rCube technology.
All functionality is available both via the RiskEye client application as well as through popular API’s such as C++, Python, C# and REST/JSON, giving the quant developer a rich toolbox of analytics for ad-hoc extension and internal tool requirements.
ARMS comes with turn-key interfaces to fit most popular front-office systems, and also connects to market data feeds such as Bloomberg or Reuters for calculating portfolio risk in real-time.
Customization is Easy
ARMS supports a broad range of financial organizations and has successfully been deployed at both sell-side, buy-side and insurance firms. A hosted version of ARMS is also available to suit the needs of the small to midsize institutions who wants to cut the internal IT-costs.
If you are looking for simplicity in implementation and operations, we can offer to host both software and the creation of risk factors for you.
Using standard templates you can use a selection of risk metrics needed to satisfy the most demanding stakeholders, both internal and external.
We provide you with a flexible, open and tool-based approach to risk management. Our risk management platform is completely extensible and implemented using open-coding standards in Qlang, C# and C++. We support you with training and/or consultants to help you realize your goals in record breaking time.
FRTB Capital Requirements
FRTB is a game changer – here’s why.
IRRBB Regulatory Reporting & Planning
As IRRBB touches upon the very core of the business, great flexibility is needed to cater for differences in contract specifications and business model assumptions.
ARMS for market risk delivers a battle proven modular platform for pricing, scenario analysis, value-at-risk and expected shortfall.
Counterparty Credit Risk
When using the CCR Module both the trading and risk organisation can use the same simulation framework, resulting in less discrepancies.
The ARMS performance measurement module solves the problem of explaining all market factor drivers of the PnL generation process.
Being compliant with regulatory risk calculations comes with a few challenges. ARMS is fast, robust and continuously evolving, a perfect match for such challenges.