Analytic Space is a portfolio pricing and risk analysis framework that helps align front, middle and back office operations. By facilitating the cooperation between trading, risk management and valuation teams Analytic Space helps improve efficiencies and reduces infrastructure costs.
A scenario often encountered in financial institutions is that trading, risk and valuation teams often work as rival units, rather than cooperative groups. This is often due to the lack of an operational framework that facilitates collaboration and transparency between the groups.
Utilizing a centralized service approach, Analytic Space provides a portfolio pricing and risk analysis framework that combines market data, pricing models and risk analytics into a readily sharable and consistent set of valuation and risk tools for pricing, risk analysis, capital allocation, P&L attribution, model validation and other trading and treasury operation activities for exchange traded and OTC cash and derivatives instruments.
Analytic Space employs a flexible and robust architectural design that effectively streamlines front, middle and back office operation and reduces infrastructure costs.
- Low cost and reliable framework for sharing analytical tools
- Shared repository for pricing models
- Shared repository for market objects (yield curves, volatility surfaces, etc.)
- Shared repository for portfolio/risk management scripts
- Centralized access to historical data
- A framework for generic mathematical functions
- A robust and agile portfoliorisk analysis framework for pricing cross-asset products