Aralian Capital Goes Live with Bloomberg Risk Management Solutions

Bloomberg announced that Aralian Capital Pte Ltd, a Singapore-based macro hedge fund, has gone live with Bloomberg’s Multi-Asset Risk System (MARS) as part of the firm’s technology stack. Bloomberg MARS is a comprehensive suite of risk management tools that delivers consolidated pricing and analytics across the firm.

Integration of MARS Front Office and MARS Valuations with their Execution and Portfolio Management Systems, allows Aralian Capital to achieve consistent valuations from the front to back office, monitor and manage intra-day portfolio risk and further scale their operations, particularly as the firm trade more complex products.

Founded in 2018, Aralian Capital employ a global macro strategy, focusing across multiple assets, including investments in complex third-generation exotic derivatives. In two years, the hedge fund has expanded from US$300 million in assets under management (AUM), to its current size of US$730 million.

“Risk management is crucial to the success of our operations and we found Bloomberg’s risk solutions to be robust and scalable. Automating more of our risk management process frees up valuable resources, enabling our investment team to focus on making critical, value-added decisions,” said Thomas Barton, COO of Aralian Capital.

“Aralian Capital’s growth plans are built around excellence in risk management and we are pleased to be able to support their expansion strategy,” said Philippa Thompson, Bloomberg’s Head of APAC Buy-side Sales. “Our buy-side risk solutions are designed to be modular and scalable using a programmatic API-based approach, which allows clients to leverage our data and analytics to manage complex risks in their portfolios efficiently.”

Bloomberg MARS, which is delivered on the Bloomberg Terminal and via APIs, provides risk analytics for cash and derivatives securities, from vanilla to complex and cash structured products. Bloomberg Risk solutions cover all traders and portfolio managers’ front-office needs across market risk, XVA, credit risk, collateral and SIMM among others, which are built on a common pricing library to provide consistency across client workflows.

MARS Front Office delivers a comprehensive suite of on-demand risk analytics, advanced scenario and stress test capabilities and term structure of risk as a streamlined workflow solution. MARS Valuations provides credible and complete end-of-day market valuations for enterprise usage and reporting.

About Aralian Capital
Aralian was founded by Panich Prompat (CIO) in 2018. The fund employs a discretionary global macro strategy with an Asia focus and a relative-value overlay. While the strategy is fundamentals driven, Aralian utilize extensive quantitative analyses to facilitate idea screening, fair value determination, trade construction, portfolio optimization and risk management. The fund maintains a low correlation to major asset classes, with risk allocation spanning across leveraged and liquid instruments in fixed income, FX, equities and commodities. Aralian’s investments tend to be market neutral, where the fund deploys risk creatively in cross country, cross asset, and cross term structures, essentially investing capital where dislocations in values exist.

About Bloomberg
Bloomberg, the global business and financial information and news leader, gives influential decision makers a critical edge by connecting them to a dynamic network of information, people and ideas. The company’s strength – delivering data, news and analytics through innovative technology, quickly and accurately – is at the core of the Bloomberg Terminal. Bloomberg’s enterprise solutions build on the company’s core strength: leveraging technology to allow customers to access, integrate, distribute and manage data and information across organizations more efficiently and effectively. For more information, visit www.bloomberg.com or request a demo.