IBM Algorithmics Introduction to Algo Risk Application

• "Slice and dice" portfolios in ARA by means of aggregation
• Build risk management reports for selected portfolios
• Generate Monte Carlo and Historical VaR reports, with parametric method comparisons
• Perform portfolio scenario analysis, including stress testing
• Undertake "what-if" analysis of portfolios
• Define user-preferences
• Build virtual portfolios and benchmarks as a basis for tracking and related forms of relative risk analysis
• Manage your portfolios, benchmarks, and reports

A basic knowledge of risk management principles such as Value-at-Risk, scenario analysis, and derivatives is presumed.

The target audience is the ARA end-user, particularly risk managers/analysts, portfolio managers and traders, investment analysts, and other financial professionals.