Dutch asset manager Robeco Group has gone live with the latest version of Algorithmics' Algo Asset Management product.
Robeco's has rolled out Algo Asset Management version 4.2 to both its front office portfolio managers and risk managers.
Toronto-based Algorithmics says the firm is using its mark-to-future methodology and latest 'what if' analytics for pre-decision analysis of orders, allowing portfolio managers to evaluate the impact of each new transaction on the risk of the portfolio prior to execution.
Pim Poppe, head of group risk management, Robeco, says the product allows ussers to understand and manage risk from various perspectives and to map risk directly to investment decisions.
"We can compute tracking error, marginal tracking error and tracking error contributions for all positions and determine whether they break limits," says Poppe.