Algorithmica History Server (AHS)
ARMS Market Risk
ARMS Counterparty Credit Risk
Algorithmica Risk Management System
During the last few years, financial risk measurement and management has become the subject of more scientific research than ever before. Traditionally measured mainly by beta values, market risk is today best measured by probability based models, using highly complex statistical methods.
The Algorithmica Risk Management System (ARMS) implements comprehensive Stress-testing and Value at Risk using all the latest analytics.
Supporting a wide range of market risk methodologies such as delta (RiskMetrics), delta-gamma, historic simulation, as well as Monte Carlo simulation, it equips the risk manager with powerful tools for easy handling of financial market risks.
Having a generic transaction interface to fit most popular front-office systems, risk can be viewed from different perspectives such as by instrument groups, by risk class, by regions, undiversified risk, and by portfolio risk contributions to name but a few.
Read also about the Quantlab Batch Server system
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