Risk dashboard software: SS&C Algorithmics
Summary
Asset managers and banks worldwide have implemented SS&C’s Algorithmics Workspace Analyzer (AWA) to address broad business and regulatory requirements. An innovative analytics approach supports multiple products, allows users to model potential trades and to see the impact on limits as well as simulating market, credit, liquidity risk analysis and portfolio construction. In particular, the analytics functionality calculates changes in value-at-risk (VAR) and allows for portfolio construction that meets return, risk, asset allocation and trading constraints, while adhering to emerging environmental, social and governance (ESG) factors. Data is loaded in-memory and spread across multiple servers, allowing for efficient reporting on millions of records, and integrated from different input sources including obligor, credit correlation, scenarios, timesteps and risk factors. In-memory caching of relevant information supports interactive dashboards capable of drilling into the underlying data and analytics, and avoids common latency problems of deploying reporting on an enterprise-wide scale.