Portfolio performance monitoring
Portfolio performance monitoring offers wealth managers the capability to monitor the risk and return profile of client portfolios and enables exception reporting that deviates from the targeted profile, to enable swift rebalancing. This monitoring includes Value at Risk (VaR), but also extends beyond standard measures to include more advanced analytics, such as Monte Carlo multi-step simulations.
Multi-period simulation provides simulation of risk and return profiles over time to support the building of consistent and optimal long-term investment portfolios. The built-in aggregation engine enables simulated data to be aggregated at a portfolio level.
Simulated data feeds
Simulated data feeds into proprietary or third-party financial planning systems to enable the delivery of the output for compliance and reporting purposes
Market data for risk analytics
Enriched data sets provide consistent calculations and reliable risk analytics. An integrated data solution is provided by IBM Algo One Managed Data Service on Cloud.
Data security and confidentiality
Algorithmics Investment Design for Wealth Managers can be deployed with complete confidence and assurance that all business-critical client and investor information remains fully confidential and with no need to disclose investor-level data to IBM at any point in the process. Simulated data sets cover instruments across all asset classes, requiring only the selection of instruments from the data matching the underlying structure of the specific investor portfolio.