Analytic Space: where algorithms meet data


Analytic Space, jointly developed by SciComp Inc. and IBS Capital, is a flexible portfolio pricing and risk analysis framework that amalgamates market data, pricing analytics and risk analysis into a readily customizable centralized service so that traders, risk managers and valuation teams may easily and independently implement and share pricing, risk management and portfolio analysis of exchange traded and OTC instruments tailored to their particular needs and requirements.

Analytic Space includes an extensive suite of pre-implemented market data objects (e.g., market instruments used for yield curve construction, yield curve templates, volatility surface templates, etc.), pricing models for OTC cash and derivative instruments and risk analytics (e.g., P& attribution report, book risk anakysis, sensitivity reports, cpaital allocation analysis, etc.). All pre-implemented market data objects, pricing models and risk analytics are completely customizable, composable and extendable by end users.

Analytic Space delivers the best of two worlds; an intuitive, configurable trade desk risk management framework for building financial reports/analysis (e.g., pricing, risk management, P& analysis, etc.) and an environment that utilizes the latest technology for easy access to advanced sets of analytical models and algorithms, including in-house developed and/or third-party licensed tools and pricing libraries. Analytic Space enhances and complements existing trading, risk and position keeping systems, but may also be used as a standalone risk management solution.

Analytic Space is not a blue sky pure technology solution, rather it has been designed from the ground up based on insights and experience of people with extensive trading, risk management and valuation business expertise.

Analytic Space Features

Robust Yield Curve Construction

Template based approach for building swap, treasury, spread, FX basis and OIS curves

In-Depth P&L Attribution

Effective analysis and transparent understanding of sources of book risk and T+1 projections

Pricing Model/Market Data Transparency

Improves the understanding between pricing models and market data

Enhance Risk Management

Comprehensive understanding of trade desk risk management issues

Comprehensive Multi-Model Support

Pricing and risk management framework for assessing alternative pricing models and market data sets

Optimal Capital Allocation

Facilitates a holistic approach to the capital allocation process

Improve Front/Middle Office Functionality

Centralized portfolio pricing and risk analysis framework helps align front, middle and back office operations

Rapid Model Deployment

Supports multiple model development and staging environments

Use Existing Pricing Models

Pricing and risk management framework supports easy integration of internally developed and/or third-party pricing models for any asset class

Robust Administrative Functionality

Portfolio pricing and risk analysis framework supports robust security, monitoring and administrative functionality

Minimal IT Support

Requires minimal IT support and easily interfaces with other front, middle and back office technologies.

Find out more about Analytic Space