Top White Papers
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).
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
Rules, risk and the potential for profit in the world of Basel III
A conversation on regulatory reform and the future of global banking.
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.
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.
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
Measures earning sensitivity and future market valuation to support day-to-day management and gain a clear picture for long-term planning.
Provides on-demand access to state-of-the-art, hosted risk management support tools, without the cost of a complex infrastructure.
Supports the pursuit of informed investment decisions with real-time access to market and risk information.
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