Algorithmics software

Risk-informed decision making for financial institutions and corporate treasuries

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Top White Papers

  • IBM

    Toward active management of counterparty credit risk with CVA

    Emerging from the credit crisis that began in 2007, many financial institutions recognize the need to better manage counterparty credit risk (CCR).

  • IBM

    Credit risk management: Collateral, covenants and risk review

    The ongoing processes of managing collateral, loan covenants, and monitoring borrowers' financial condition are key to ensuring that banks are in the best position to minimize loss

  • IBM

    Rules, risk and the potential for profit in the world of Basel III

    A conversation on regulatory reform and the future of global banking.

  • IBM

    Workflow, governance and reporting

    Insight into issues arising when managing workflow around internal models and discussion of processes around reporting and integration with risk modeling and capital calculations.

Top Research

  • IBM

    An Integrated Market and Credit Risk Portfolio Model

    This paper presents a multi-step model to measure portfolio credit risk that integrates exposure simulation and portfolio credit risk techniques.

  • IBM

    VaR and credit exposure analysis

    This paper discusses new analytical methods for computing Value-at-Risk (VaR) and a credit exposure profile. These methods are more accurate and efficient than other approaches.

Featured Algorithmics software

  • Asset Liability Management

    Algo Asset Liability Management

    Measures earning sensitivity and future market valuation to support day-to-day management and gain a clear picture for long-term planning.

  • Risk Service

    Algo Risk Service on Cloud

    Provides on-demand access to state-of-the-art, hosted risk management support tools, without the cost of a complex infrastructure.

  • Algo Risk

    Algo Risk

    Supports the pursuit of informed investment decisions with real-time access to market and risk information.

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