Analytic Space: Portfolio Risk Management Framework

What is Analytic Space?

risk management framework

Analytic Space, jointly developed by SciComp Inc and IBS Capital, is a customizable portfolio risk management framework for exchange traded and OTC cash and derivative instruments.

Unlike enterprise-wide risk management applications that come with multi-million dollar price tags, multi-year implementation schedules, and extensive and costly IT expenditures, Analytic Space is a business focused front and middle office technology solution that requires minimal IT support and is designed to easily interface with other technologies.

Designed by people with extensive trading, risk management and valuation business expertise, Analytic Space is a desk level portfolio risk management solution that enhances and complements existing trading, risk and position keeping systems in large financial organizations and is an ideal standalone portfolio risk management engine for smaller financial firms.

Analytic Space employs an intuitive, configurable environment for independently building and sharing custom financial and portfolio analysis reports. A guiding principle in its design is easy access to sets of advanced analytical models and algorithms (including in-house developed and/or third-party licensed pricing libraries). Analytic Space combines market data, pricing analytics and risk analysis into a single centralized service so that traders, portfolio managers, risk managers and valuation teams may easily implement and share analytical solutions tailored to their requirements.

Analytic Space includes an extensive suite of pre-implemented market data objects, pricing models for OTC cash and derivative instruments and risk analytics; all of which are completely customizable, composable and extendable by end users.

Analytic Space Overview Video

Analytic Space Overview Movie

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Analytic Space Features and Benefits

  • Robust Yield Curve Construction - template based approach for constructing swap, treasury, spread, FX basis and OIS curves for any currency around the globe
  • Reduced Model Uncertainty - integrated market data/analytics environment helps understanding of factors driving model parameters
  • Improved Front/Middle Office Functionality - consistent set of market data and pricing analytics helps streamline environments and improve inter-group cooperation
  • Multi-Model Framework - support for multiple development and staging environments and ability to simultaneously assess portfolios using multiple models
  • Rapid Model Deployment - run prototype and production models in parallel while testing a multitude of potential market scenarios   
  • In-Depth P&L Attribution - effective analysis and transparent understanding of sources of book risk and T+1 projections 
  • Enhanced Risk Management - model bid-ask spread, decompose risk and P&L, understand dependency between market sensitivities and VaR and assess maximum potential loss
  • Optimal Capital Allocation - facilitates a holistic approach to capital allocation and other risk provisions
  • Use Existing Pricing Models - framework allows for the easy integration of internally developed and/or third-party pricing models for any asset class

 

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