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Market Risk Systems: Need For Third-Party Analytical Library Integration

Many Risk analysts and Quants today are comfortable building proprietary algorithms using open source (Python, R) and/or commercial libraries (FINCAD, MATLAB, etc). As running these tools on desktops may not scale, the risk platforms of the future need to support integration with these libraries.

e.g.: Complex derivative analytics may use FINCAD-F3 and standard fixed income analytics may require the use of code already built by users in Python/R. MATLAB may be the preferred by firms invested in this tool.

Risk analytics requirements for a multi-asset/multi-currency portfolio can be complex and not all needed analytics can be met by any one vendor solution. Therefore there is a need for risk solutions that not only provide standard analytics but also allow users to ‘upload’ proprietary algorithms and bring the results all in one platform. 

Extending this capability to also integrate with third party systems that specialize in certain asset classes (ABS/MBS/PE/Crypto) for their analytics will add to making the risk solution complete for ‘forward thinking’ asset management firms.





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