Risk Management

Explore the risk and analytics of even your largest portfolios in real-time with ARMS RiskEye.

Risk Management

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.

Built specifically for the front office…

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.

…as well as for the risk department

ARMS RiskEye solves a central challenge facing all risk managers today: real-time analysis of risk by any chosen dimension. It also 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.

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.

Read more about ARMS RiskEye

Client stories

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