Algorithmics Risk Management from IBM

This product offers a comprehensive framework for measuring, managing, and mitigating market risk, including market data management and regulatory compliance support.

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Market Risk Systems for Risk Management

Solutions for measuring and managing risks from changes in market prices, interest rates, and volatility.
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Market Data Integration
(7 Yes /7 Known /11 Possible features)

Risk Calculation Engine
(9 Yes /9 Known /12 Possible features)

User Interface and Reporting
(0 Yes /0 Known /10 Possible features)

Regulatory Compliance
(0 Yes /0 Known /10 Possible features)

Performance & Scalability
(0 Yes /0 Known /10 Possible features)

Security and Access Control
(0 Yes /0 Known /10 Possible features)

Product Coverage
(3 Yes /3 Known /10 Possible features)

Model Risk Management
(4 Yes /4 Known /10 Possible features)

Integration and Interoperability
(3 Yes /3 Known /10 Possible features)

Audit, Logging & Traceability
(3 Yes /3 Known /10 Possible features)

Deployment, Maintenance & Vendor Support
(2 Yes /2 Known /10 Possible features)

Market Data Integration
(2 Yes /2 Known /12 Possible features)

Risk Calculation & Analytics
(7 Yes /7 Known /12 Possible features)

Product Coverage
(0 Yes /0 Known /7 Possible features)

Performance and Scalability
(4 Yes /4 Known /8 Possible features)

User Interface and Usability
(5 Yes /5 Known /8 Possible features)

Integration and Interoperability
(0 Yes /0 Known /7 Possible features)

Security
(0 Yes /0 Known /7 Possible features)

Regulatory Compliance
(2 Yes /2 Known /6 Possible features)

Data Management & Quality
(2 Yes /2 Known /6 Possible features)

Support, Maintenance, and SLAs
(2 Yes /2 Known /5 Possible features)

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Real-Time Data Feeds Supports real-time streaming data from exchanges and data providers.		IBM Algorithmics Risk Management advertises real-time risk analytics and integration with streaming data, which includes support for real-time data feeds from exchanges.
Historical Data Support Ability to access and utilize historical market data for backtesting and model validation.		The solution supports backtesting, historical simulation VaR and scenario analysis, indicating robust support for historical market data access and use.
Data Cleansing Automatically detects and rectifies anomalies or gaps in imported market data.		Product documentation and marketing material mention market data validation and cleansing capabilities, covering data cleansing.
Wide Asset Coverage Supports a diverse set of asset classes including equities, fixed income, FX, derivatives, and commodities.		Wide asset class support including FX, rates, commodities, credit, equities, etc. is claimed directly in IBM Algorithmics product briefs.
Data Latency The delay between data origination and when it is available for risk calculations.		No information available
Vendor Connectivity Out-of-the-box integration with leading market data vendors.		Built-in connectivity and partnerships (such as Bloomberg, Refinitiv) indicated in integration collateral.
Custom Data Sources Ability to import and work with proprietary or bespoke data feeds.		Product allows users to bring in custom, internal, or alternative data sources per implementation guides.
Data Lineage and Audit Tracks origin and changes of all market data for audit and control purposes.		Mentions full data lineage tracking for data audit and compliance.
Data Refresh Frequency Interval at which the market data is updated.		No information available
Data Quality Metrics Tracks completeness and consistency metrics for market data.		No information available
Support for Multiple Currencies Handles data in various global currencies.		No information available

Value-at-Risk (VaR) Calculation Built-in models for calculating portfolio and asset VaR.		Supports portfolio and asset VaR according to product overview.
Expected Shortfall (ES) Supports calculation of Expected Shortfall for advanced risk analytics.		Expected Shortfall (ES/CVaR) is available as a standard risk measure in Algorithmics.
Stress Testing Scenario and historical stress test capabilities.		Algorithmics provides stress-testing and what-if scenario analysis functionalities.
Risk Factor Sensitivities (Greeks) Calculates sensitivities including delta, gamma, vega, rho, and theta.		Advertising coverage of risk sensitivities (Greeks) such as delta, gamma, vega, rho, theta.
Revaluation Performance Number of positions/instruments processed per second.		No information available
Calculation Parallelization Supports distributed or parallel risk computation.		The platform supports distributed and parallel risk calculations, as stated in IBM technical papers.
Custom Model Integration Allows for integration of user-developed risk models.		Documentation mentions open model infrastructure and APIs to allow the integration of custom models.
Monte Carlo Simulation Capability Ability to run large-scale Monte Carlo risk simulations.		Monte Carlo simulation for risk is a supported and flagship feature.
Backtesting Functionality Built-in functionality to backtest risk model performance against actual outcomes.		Backtesting is called out as a core, built-in risk validation capability.
Risk Aggregation Aggregates risk across asset, business line, and geographical hierarchies.		IBM Algorithmics aggregates risk at multiple levels: position, portfolio, entity, business line, region.
Correlation Handling Ability to model and utilize asset correlations in risk calculations.		No information available
Non-linear Instruments Support Handles exotics and path-dependent instruments (e.g., options, swaps).		No information available

Customizable Dashboards Users can tailor dashboards to display relevant risk metrics.		No information available
Ad-Hoc Reporting Capability for users to build custom queries and reports on demand.		No information available
Scheduled Reporting Supports automated generation and distribution of regular risk reports.		No information available
Data Export Functions Export results to Excel, PDF, CSV, or BI tools.		No information available
Interactive Visualization Enables dynamic charting and drill-downs into risk data.		No information available
Web-Based Access Accessible via browser-based GUI for remote users.		No information available
APIs for Reporting APIs available to pull risk results into external systems.		No information available
Alerting and Notifications Notifies users when risk limits are breached.		No information available
Role-Based Views User roles govern data visibility and interface features.		No information available
Multi-Language Support UI available in multiple languages.		No information available

Basel III/IV Compliance Pre-built modules for regulatory calculation and reporting.		No information available
Regulatory Report Generation Automated templates for regulatory submissions (e.g., COREP, FR Y-14).		No information available
Audit Logging Logs all access and changes for audit and compliance tracking.		No information available
Model Governance & Documentation Stores model documentation, approvals, and ongoing validation results.		No information available
Regulatory Change Updates System is updated to reflect changes in major regulations.		No information available
BCBS239 Compliance Supports principles for risk data aggregation and reporting.		No information available
Custom Regulatory Templates Configuration of new regulatory report templates as needed.		No information available
Permissions for Regulator Access Ability to grant regulators direct or read-only system access.		No information available
Data Retention Policy Management Tools for enforcing and modifying data retention schedules.		No information available
Regulatory Validation Tools Built-in utilities to validate and check reports for regulatory accuracy.		No information available

Horizontal Scalability Can be scaled out across multiple servers or cloud nodes.		No information available
Concurrent User Support Maximum number of simultaneous users supported without degradation.		No information available
Throughput Number of risk computations or transactions the system can process per unit time.		No information available
Fault Tolerance System continues operation despite hardware/software failure.		No information available
Disaster Recovery Readiness Support for rapid recovery from catastrophic failures.		No information available
Batch Risk Processing Window Time required to process end-of-day or batch risk calculations.		No information available
Load Balancing Distributes workloads as needed for optimal resource usage.		No information available
Elastic Cloud Scaling Dynamic allocation of cloud resources based on load.		No information available
Peak Data Volume Handling Maximum data volume that can be handled without system outage.		No information available
Low Latency User Response Average latency for user queries or dashboard interactions.		No information available

Role-Based Access Control User permissions based on roles and responsibilities.		No information available
Multi-Factor Authentication Requires more than one authentication method for access.		No information available
Data Encryption In-Transit Encrypts data as it travels across the network.		No information available
Data Encryption At Rest Stores data encrypted on disk/database.		No information available
Single Sign-On Integration Integration with SSO frameworks (e.g., SAML, OAuth).		No information available
Fine-Grained Data Access Granular control over data visibility at user or group level.		No information available
Audit Trails Comprehensive logging of user activities and data access.		No information available
Regular Security Patching System receives and applies timely security updates.		No information available
Penetration Testing Support System is regularly tested for vulnerabilities.		No information available
Custom Access Policies Configuration of organization-specific combinations of roles and permissions.		No information available

Equities Support for equity shares and equity derivatives.		No information available
Fixed Income Supports government, corporate bonds, and fixed income derivatives.		Fixed income and interest rate derivatives are natively supported, as per public documentation.
Foreign Exchange (FX) Supports spot, forwards, options, and FX derivatives.		No information available
Commodities Handles commodities and their derivatives (options, futures, swaps).		No information available
Interest Rate Derivatives Supports swaps, caps/floors, and other IR derivatives.		No information available
Credit Derivatives Support for CDS, CDO, CLN, etc.		Credit derivatives including CDS, CDOs are supported asset types.
Structured Products Able to model and risk-manage bespoke structured products.		No information available
Exotic Instruments Models complex, path-dependent, or non-standard products.		Exotic/path-dependent instruments are risk-assessed using built-in and customizable models.
Securitized Products Covers ABS, MBS, CMOs, and other securitized assets.		No information available
ETFs and Index Products Coverage of ETFs, index options/futures, and related instruments.		No information available

Model Inventory Comprehensive register of all models in use and in development.		No information available
Model Life Cycle Tracking Tracks model inception, approval, usage, and retirement/disposal.		No information available
Validation Workflow Facilitates and enforces the workflow for periodic model validation.		No information available
Performance Benchmarking Compares model outputs against benchmarks or alternatives.		No information available
Override and Adjustment Logging Logs any manual overrides or judgements applied to model output.		Override and adjustment logging are part of model workflow traceability in Algorithmics.
Model Documentation Repository Central storage for all model-related documents.		No information available
Automatic Alerting for Model Failures System-generated alerts for model breakdowns, errors, or threshold breaches.		No information available
Independent Model Review Support Tools for supporting independent review and challenge.		Independent review workflow support and challenge facilities are found in model governance modules.
Version Control for Models Tracks version history of model implementations.		Version control for models is highlighted as part of the model risk management module offering.
Ongoing Calibration Tools Built-in utilities for recalibrating and tuning model parameters.		Ongoing calibration and re-calibration are part of the risk model lifecycle tools in Algorithmics.

Front Office System Integration Connects with core trading and order management systems.		IBM product pages indicate out-of-the-box integration with front office trading and order management systems.
Back Office System Integration Synchronization with settlement and accounting platforms.		Integration with back office and accounting is standard.
API Availability REST, SOAP, or other APIs for programmatic integration.		The suite exposes programmatic APIs (REST/SOAP) for integration, as confirmed in official documentation.
Batch File Import/Export Automated processing of bulk data through flat files.		No information available
Real-Time Messaging Support Integration with message buses (Kafka, MQ, etc.) for event-driven processes.		No information available
Third-Party Plug-In Support Allows extension of system functionality via plug-ins.		No information available
RegTech Integration Seamless connection with regulatory technology vendors/platforms.		No information available
Data Mapping Tools Graphical interfaces to map and transform data formats.		No information available
Master Data Management Support Integration with MDM solutions for consistent enterprise data.		No information available
Custom Integration Scripting Facilities for scripting bespoke data flows or workflows.		No information available

Comprehensive Audit Trails Detailed logs of all system activity, data manipulations, and user actions.		Comprehensive and detailed audit trails/logs are emphasized for compliance and operational traceability.
Computation Traceability Ability to trace each output metric back to source data and calculation path.		No information available
Change Management Logging Records configuration and model parameter changes with timestamps.		Change management and configuration change logging available via system audit features.
Access Logging Every system access (login/logout) is logged for audit purposes.		No information available
Automated Exception Logging Automatically records system- and calculation-level anomalies.		Algorithmics includes automated anomaly and exception logging mechanisms as part of its audit and compliance functionalities.
Report Generation Logging Tracks who generated each report and when.		No information available
Data Change Alerts Proactive alerts if unexpected data changes are detected.		No information available
External Audit Support Facilities to export audit logs for external audit review.		No information available
Retention Policy Enforcement Automates log and data retention/deletion per policy.		No information available
User Comment Logging Capability for users to annotate actions and outputs for later reference.		No information available

Cloud Deployment Option Availability of SaaS/cloud deployment as well as on-premise.		Can be deployed on-premises or as SaaS/cloud; several deployment options are documented by IBM.
On-Premise Deployment Option Option for complete deployment within client data center/environment.		On-premise installation is explicitly available in IBM Algorithmics deployment guides.
Containerization Support System can be deployed using Docker, Kubernetes, or similar technologies.		No information available
Regular Upgrades/Updates Frequency and ease of system version upgrades.		No information available
24/7 Vendor Support Around-the-clock support for incidents and queries.		No information available
Service Level Agreements (SLAs) Vendor provides measurable performance and uptime guarantees.		No information available
Dedicated Account Management Assigned client manager for support and escalation.		No information available
Training and Knowledge Base Access to user training, manuals, and learning resources.		No information available
Automated Monitoring & Health Checks System self-monitoring and health status reporting.		No information available
Sandbox/Test Environment Ability to establish parallel non-production environments.		No information available

Real-time Data Feed Support Ability to connect with real-time data feed providers for live market prices.		Supports real-time data feed integration for live market prices per IBM solution overviews.
Historical Data Storage System's ability to store and retrieve historical market data.		System offers historical storage and access for backtesting and performance analysis.
Vendor Flexibility Number of different data vendors the system can connect to (e.g., Bloomberg, Reuters).		No information available
Data Cleansing Tools Tools provided to clean, deduplicate, and correct inconsistent or missing market data.		No information available
Frequency of Data Updates How frequently the system updates market data.		No information available
Custom Instrument Mapping Ability to map proprietary or custom instruments to market data feeds.		No information available
Automated Error Handling System automatically flags and manages data anomalies or failures.		No information available
Scalability for Data Volume Capability to handle increasing data volumes without performance loss.		No information available
Market Data Audit Logs Ability to log and trace all data changes or feeds for compliance.		No information available
Data Encryption In Transit/At Rest Ensures all market data is encrypted for security purposes.		No information available
Latency in Data Processing Average system delay in processing and making data available.		No information available
Support for Alternative Data Ability to ingest and process non-traditional market data (e.g., satellite, social media).		No information available

Value-at-Risk (VaR) Calculation Support for different VaR methodologies (historical, parametric, Monte Carlo).		Coverage of multiple VaR methods: historical, parametric, Monte Carlo, directly referenced.
Expected Shortfall Capability to calculate and report Expected Shortfall (ES or CVaR) as per regulatory requirements.		Reports and offers Expected Shortfall (ES) in standard risk analytics output.
Scenario Analysis Ability to define, run, and analyze results from hypothetical scenarios.		No information available
Stress Testing Framework Comprehensive system to create and execute stress test scenarios on portfolios.		Comprehensive stress testing and scenario framework supported as per IBM materials.
Risk Sensitivities (Greeks) Computation of sensitivities such as delta, gamma, vega, rho, theta.		Analytics include computation of Greeks/risk sensitivities; confirmed in product datasheet.
Aggregation of Risk Results Ability to consolidate risk metrics across multiple portfolios or entities.		Risk aggregation across business units/portfolios available in the solution.
Customizable Risk Metrics Define and calculate custom risk metrics as per business needs.		No information available
Calculation Speed Time taken to perform full risk calculations on a production-size portfolio.		No information available
Multi-Currency Capabilities Handle risk computations across portfolios denominated in different currencies.		No information available
Intraday Calculation Support Run full or incremental portfolio risk calculations multiple times a day.		No information available
Backtesting Tools Support for backtesting risk models against historical data.		Backtesting tools called out in marketing and technical guides.
Model Risk Management Tools for model validation, calibration, and version control.		Model risk management is a dedicated solution module.

Asset Class Coverage Number of different asset classes supported (equities, FX, fixed income, commodities, derivatives, etc.).		No information available
Exotic Derivatives Support Ability to handle complex and bespoke financial instruments.		No information available
Structured Product Modeling Support for risk assessment of structured and hybrid products.		No information available
Custom Instrument Modeling Able to define and integrate models for custom or new instruments.		No information available
Cross-Asset Risk Calculation Can calculate risk for portfolios with mixed asset types.		No information available
Market Conventions Flexibility Customize market conventions (day count, roll dates, etc.) for different markets.		No information available
Instrument Template Library Library of pre-built templates for standard instruments.		No information available

Concurrent User Support Number of users who can use the system without performance issues.		No information available
Parallel Processing System can distribute risk calculations across multiple CPUs/cores.		No information available
Batch Processing Speed Throughput of batch risk calculations.		No information available
Horizontal Scalability Ability to add hardware to increase system capacity.		Scalable horizontally per solution docs (supports clusters/cloud/extensibility).
Cloud Deployment Support Whether the system can be deployed in a cloud environment.		Cloud deployment (IBM Cloud, AWS, Azure) is a documented option.
Load Balancing Distributes workloads evenly across computing resources.		Load balancing and performance scaling features available for large deployments.
Disaster Recovery Ability to recover operations quickly after a failure.		Disaster recovery and high availability referenced in technical references/SLA documents.
High Availability Supports clustering, failover, or redundancy for uptime.		No information available

Web-based UI Access risk analytics via a browser-based interface.		Browser/HTML5-based UI available as a user option; remote access is supported.
Dashboard and Visualization Tools Interactive dashboards for visualizing risk data and trends.		Dashboards, visualizations, and drill-down tools explicitly mentioned.
Customizable Reporting Create and export custom reports with desired metrics.		Customizable reporting tools and template configuration is a standard module.
Role-Based Access Controls Specify what information and functionality each user can access.		No information available
API Access Expose risk outputs and analytics via standard APIs.		Extensive API documentation and integration for external systems given in developer portal.
Accessibility Compliance UI conforms to accessibility standards (e.g., WCAG).		No information available
Real-Time Alerts and Notifications Notify users of breaches, errors, or important risk events instantly.		Risk event alerting/real-time notification features released in recent versions.
Localization/Internationalization Supports multiple languages and regional formats.		No information available

Core Banking System Integration Connect with core banking software for trade and position data.		No information available
Regulatory Reporting Output Produce files and formats compliant with regulatory submissions.		No information available
ERP/Accounting Integration Share risk data with enterprise resource planning (ERP) and accounting platforms.		No information available
Data Import/Export Flexible import/export of data in multiple standard formats (CSV, XML, JSON, etc.).		No information available
Message Bus/Queue Support Can receive and send messages via standard messaging middleware (e.g., Kafka, RabbitMQ).		No information available
Third-Party Plug-in Support Platform allows extensions or plug-ins for new analytics.		No information available
API Documentation Completeness Degree of coverage and clarity in the product's integration documentation.		No information available

Two-Factor Authentication Requires multiple credentials for user login.		No information available
User Access Logging Tracks who accessed which data and operations.		No information available
Data Encryption at Rest Risk data is encrypted while stored.		No information available
Data Encryption in Transit Risk data is encrypted when sent across networks.		No information available
Granular Permission Management Fine-grained control of user actions (read, write, export, etc.).		No information available
Compliance Certification Adheres to security standards like ISO 27001, SOC 2.		No information available
Automated Intrusion Detection Monitors for suspicious activity automatically.		No information available

Basel III Compliance Features tailored to Basel III risk management and reporting requirements.		Product designed to address Basel III and now Basel IV regulatory requirements.
FRTB (Fundamental Review of the Trading Book) Capability Support for FRTB requirements regarding the distinction between banking and trading book risks.		No information available
Audit Trail Completeness All actions and changes logged for audit purposes.		Audit logs for all actions and changes built into the compliance toolkit.
Compliance Update Frequency How often the product's compliance libraries are updated to reflect new regulations.		No information available
Reporting Templates for Regulators Pre-built templates for regulatory risk reporting (e.g., COREP, Dodd-Frank).		No information available
Data Retention Policy Configuration Ability to configure how long sensitive data is stored to meet jurisdictional requirements.		No information available

Data Lineage Tracking Track the source, transformation, and movement of risk data across the system.		Product supports full data lineage tracking; used for compliance and reporting.
Master Data Management Central repository for key reference data (counterparty, instrument, etc.).		No information available
Automated Data Quality Checks Predefined and custom rules to verify accuracy and consistency of data.		No information available
Data Versioning Ability to roll back to earlier versions of data sets.		No information available
User Data Override Logging Tracks manual changes made by users for compliance.		No information available
Data Recovery Capabilities Ability to recover and restore data after corruption or loss.		Described as supporting robust data recovery after failure or corruption.

24/7 Support Availability Round-the-clock technical and operational support.		Support is provided globally and 24/7 as part of IBM service contracts.
Service Level Agreement (SLA) Uptime Guaranteed system availability percentage as per SLA.		No information available
Release Frequency Frequency and regularity of maintenance releases and patches.		No information available
Online Knowledge Base Self-service documentation, FAQs, and troubleshooting guides.		Knowledge base and e-learning/training referenced in client portal.
Upgrade Automation Automated process to apply updates and upgrades.		No information available

Algorithmics Risk Management from IBM

Product analysis by function

Market Risk Systems for Risk Management

Market Data Integration (7 Yes /7 Known /11 Possible features)

Risk Calculation Engine (9 Yes /9 Known /12 Possible features)

User Interface and Reporting (0 Yes /0 Known /10 Possible features)

Regulatory Compliance (0 Yes /0 Known /10 Possible features)

Performance & Scalability (0 Yes /0 Known /10 Possible features)

Security and Access Control (0 Yes /0 Known /10 Possible features)

Product Coverage (3 Yes /3 Known /10 Possible features)

Model Risk Management (4 Yes /4 Known /10 Possible features)

Integration and Interoperability (3 Yes /3 Known /10 Possible features)

Audit, Logging & Traceability (3 Yes /3 Known /10 Possible features)

Deployment, Maintenance & Vendor Support (2 Yes /2 Known /10 Possible features)

Market Data Integration (2 Yes /2 Known /12 Possible features)

Risk Calculation & Analytics (7 Yes /7 Known /12 Possible features)

Product Coverage (0 Yes /0 Known /7 Possible features)

Performance and Scalability (4 Yes /4 Known /8 Possible features)

User Interface and Usability (5 Yes /5 Known /8 Possible features)

Integration and Interoperability (0 Yes /0 Known /7 Possible features)

Security (0 Yes /0 Known /7 Possible features)

Regulatory Compliance (2 Yes /2 Known /6 Possible features)

Data Management & Quality (2 Yes /2 Known /6 Possible features)

Support, Maintenance, and SLAs (2 Yes /2 Known /5 Possible features)