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White Papers
Algorithmics' white papers address important issues facing the risk management industry. Created by our thought leaders, these documents provide valuable insights to help you manage risk and develop new business opportunities.
Liquidity Risk Management Assessing and Planning for Adverse Events
Fabio Battaglia, Dr. Mario Onorato and Steve Good
Algorithmics' Response to the FSA's CP 09/13 - Strengthening Liquidity Standard 2: Liquidity Reporting
Analyzing Concentration Risk
Concentration risks, particularly concentrations in credit risk, have played a key role in the financial instability of the banking sector in 2008. This paper examines different objectives in managing credit concentration risk.
Diane Reynolds
Cost-Effective, On-Time Risk Management
Algorithmics and Intel discuss how Algo Suite running on Intel® Xeon™ servers using Linux, delivers superior performance and lower cost compared to Unix.
Credit Value Adjustment: the changing environment for pricing and managing counterparty risk
Algorithmics conducted interviews to understand industry attitudes towards CVA. The results highlight how CVA is being measured, how CVA practices are expected to evolve, and the approach firms are taking on emerging opportunities for CVA.
Cyclicality of Operational Risk: The Tracking Phenomenon
Penny Cagan and Yakov Lantsman
From Compliance to Value Creation: The Evolution of Enterprise Risk Management
Ask a group of risk and finance executives to define enterprise risk management (ERM) and you will hear a number of overlapping answers.
Mario Onorato
Linking Transaction-Level Risk to High-Level Strategy
When organizations first started using risk tools it was to do batch calculations of their exposures overnight. Then people started dreaming about using the technology to measure risk before each and every transaction.
Dr. Andrew Aziz
Liquidity Risk: Comparing Regulations Across Jurisdictions and the Role of Central Banks
Fabio Battaglia and Dr. Mario Onorato
Featured Downloads
Regulator Response - Incremental Risk Charge
Algorithmics' feedback sent to the Basel Committee on Banking Supervision - March 2009
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Algorithmics' indepth position on Incremental Risk Charge
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Featured Research
The Disclosure Debate
Could new hedge fund filing regulations have prevented the Bayou Fund fraud?
The Lessons Learned from Hedge Fund Frauds, Losses, and Mishaps
This paper examines the need for due diligence and best practices on the buy side following the Madoff fraud.
Penny Cagan
The RMA Journal. November 2009. Reproduced with permission.