Market risk management

Market risk analysis for smarter scenario-based portfolio optimization

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Scenario-based market risk management for smarter risk oversight and portfolio optimization

Market risk management enables firms to make risk-informed decisions, provide risk oversight, and when aggregated with other risk factors, to optimize both regulatory and solvency capital under Basel III and Solvency II.

Market risk management solutions from IBM offer:

  • Scenario-based portfolio optimization supporting proactive risk-informed decision making
  • High computational speeds for what-if analysis on portfolio impacts from potential trades
  • Advanced risk analytics and reporting accuracy to help firms reduce regulatory and solvency capital
  • Configurable interfaces enabling front and middle office collaboration on risk management
  • Customizable and scalable analytics supporting new asset classes and risk methodologies

Download PDF Algo Market Risk
Optimize market risk management with a leader in risk analytics

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Read the whitepaper The buy-side ecosystem
Understanding how to deal with the related dependencies, vulnerabilities and opportunities

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See more Market Risk Management downloads.

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Smarter Planet: IBM & Scotiabank

IBM market risk solutions Learn how IBM is helping leading banks such as Scotiabank perform increasingly rigorous simulations of market and credit risk that decision makers can interact with in real-time.

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