Measure and optimize market risk management across the enterprise.
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.