Innovative Data Analytics
For Buy-Side Firms

Gain insights immediately. Decide undoubtedly. Cover
margin calls at a lower cost.

We empower risk professionals and traders at buy-side institutions to perform train-of-thought analysis across terabytes of data so they can optimize their collateral allocation process, assess the margin impact of a trade across a broad number of counterparties, optimize portfolio risk and comply with UMR Phase 6 in the least expensive way. 

Learn what ActiveViam’s data analytics can do for buy-side firms

Collateral optimization

Examine the suite of pledged securities and automate or run multiple optimization scenarios interactively. Drill down to a granular level to see the attributes such as a cluster of a certain rating, inventory by counterparty or concentration of pledged and unpledged instruments. Use What-If scenarios to examine the impact of a ratings change or any CSA terms. Optimize the best usage of collateral and retain the best quality of positions. Automate the allocation process or compare multiple optimization strategies.

Perform Pre-trade analytics before making a trade

Real-time analytics on fast-moving data is what traders need to see how much margin a trade will consume prior to execution. With ActiveViam’s high-performance analytics platform (SIMM Accelerator), firms can perform pre-trade analytics to assess the margin impact of a trade or set of trades across a broad number of counterparties. Simulate any given trade with different counterparties and highlight the lowest SIMM amount. Create scenarios and perform What-If analysis to examine the impact of ratings change or any CSA terms/parameters to see the impact on the current margin levels.

Comply with UMR Phase 6

Complying with uncleared margin rules is a top priority for hedge funds. Systems need to talk to each other in order to provide a full picture of margin across portfolios and counterparties. Siloed asset classes and disparate technologies for each function leaves buyside firms at risk for unwittingly breaching margin requirements. Reduce your technical debt and future technological infrastructure burden with a unified solution that conforms to your existing solutions and can be easily adapted over time.

Portfolio risk optimization

Hedge funds need access to sophisticated risk metrics in real time to manage market risk, benchmark portfolio risk, decompose index risk and quickly assess the impact of new investments on their risk position by running a what-if scenarios. Speed up response times with real-time analytics on data as it updates. Atoti+ provides such a portfolio analytics capability and gives IT the possibility to provide new metrics every day if necessary.

Related resources

FRTB-QIS ActiveViam
Introducing ActiveViam's FRTB SA QIS SaaS
One of the most painful tasks in data analysis is that isolated report you have...
What Do the New SEC Disclosure Rules Mean for Private Funds?
What Do the New SEC Disclosure Rules Mean for Private Funds?
Read our one pager Investment firms such as pension funds and insurance companies have increasingly...
banks must act now to identify how basel iv regulations will impact their compliance obligations
Banks must act now to identify how Basel IV Regulation will impact their businesses
Post-2008 Basel reforms emphasized the need for robust risk management and capital underpinning of financial...

Innovative data analytics that empower financial services firms to be ready for the unexpected.