Algo Market Risk

Measure and optimize market risk management across the enterprise.
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Algo Market Risk is a scenario-based solution that helps measure and manage market risk. Its Monte Carlo simulations of mark-to-market valuations allow banks and financial institutions to significantly reduce regulatory capital requirements and helps increase their return on capital.

Algo Market Risk features include:

  • Proven, advanced analytics and risk reporting delivers the highly accurate risk insights needed to help banks reduce their regulatory capital.
  • Comprehensive instrument coverage spans 20 geographic markets and 400 financial products.
  • Scenario-based portfolio optimization supports proactive, risk-informed decision making.
  • Advanced computational speed integrates the front and middle office for active management of risk.
  • Customizable and scalable analytics support the evolving needs of the enterprise.