ARMS | Risk Management System

Risk management in real-time

The Algorithmica Risk Management System (ARMS) and ARMS RiskEye offers real-time risk limit control, portfolio analytics, and better trading decisions for your front office. It also equips your risk department with tools to handle complex regulatory requirements, managing counterparty, credit, and market risk through vast historical data and real-time live feeds.

Download our ARMS PDF

Transforming risk management

ARMS RiskEye leverages our proprietary rCube in-memory technology to deliver ultra-fast, real-time portfolio risk and analytics — eliminating the need to wait for end-of-day reports.

RiskEye supports various analytics, allowing portfolio analysis by instrument, risk class, region, and more, with what-if and simulation capabilities across all portfolios. It enables real-time risk analysis by any dimension, meets regulatory requirements, and calculates FRTB, PFE, CVA/xVA, and IRRBB in real-time.

Its performance allows ad-hoc what-if simulations on large portfolios, giving risk managers powerful insights into portfolio risk.

Example use cases

FRTB Capital Requirements

FRTB is a game changer – here’s why.

IRRBB Regulatory Reporting & Planning

As IRRBB touches upon the core of the business, great flexibility is needed to cater for differences in specifications and assumptions.

Market Risk

ARMS for market risk delivers a proven modular platform for pricing, scenario analysis, value-at-risk and expected shortfall.

Counterparty Credit Risk

With the Counterparty Credit Risk Module both the trading and risk organisation can use the same framework, resulting in less discrepancies.

Performance Measurement

The ARMS performance measurement module solves the problem of explaining all market factor drivers of the PnL generation process.

Regulatory Compliance

Being compliant with regulatory risk calculations comes with a few challenges. ARMS is fast, robust and continuously evolving, a perfect match for such challenges.

X/X

Flexible solution to extend and integrate

RiskEye’s open and flexible architecture supports customer extensions via popular APIs and adapts to business and regulatory changes.

The Algorithmica RiskEye Server imports transactions in real-time from portfolio systems using interfaces like FpML, FIX, and JSON. Custom risk and analytics measures can be added, available in real-time via rCube technology.

All functionality is accessible through the RiskEye client or APIs like C++, Python, C#, and REST/JSON, providing a rich toolbox for quant developers. ARMS offers turn-key interfaces for front-office systems and connects to market data feeds like Bloomberg and Reuters for real-time portfolio risk calculation.

Flexible, hosted solutions for smarter risk management

Customisation is easy

ARMS supports a broad range of financial organizations and has successfully been deployed at both sell-side, buy-side and insurance firms.

A hosted version of ARMS is also available to suit the needs of the small to midsize institutions who wants to cut the internal IT-costs.

Turnkey solutions

If you are looking for simplicity in implementation and operations, we can offer to host both software and the creation of risk factors for you.

Using standard templates you can use a selection of risk metrics needed to satisfy the most demanding stakeholders, both internal and external.

Custom built

We provide you with a flexible, open and tool-based approach to risk management. Our risk management platform is completely extensible and implemented using open-coding standards in Qlang, C# and C++.

We support you with training and/or consultants to help you realize your goals in record breaking time.

Learn everything about ARMS

Download PDF

Managing Risk