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.

Integrated Risk Management: Market and Credit Risks

Integrated Risk Management: Market and Credit Risks

Diane Reynolds

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Active Capital Management

Optimizing Returns in a Multiple Stakeholder Context.

Dr. Michael Zerbs

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Actively Managing Tracking Error

This paper develops several simple diagnostic tools to help fund managers evaluate alternative trading strategies in terms of their potential for reducing tracking error.

Curt Burmeister, Helmut Mausser and Rafael Mendoza

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Algo Capital for Basel II

Every financial institution has its own perspective on meeting Basel ll requirements. Algo Capital offers the ability to help clients meet immediate Basel ll deadlines while providing a foundation for a full enterprise solution to regulatory compliance.

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Algo Capital: Expected Positive Exposure

Recent enhancements to Algo Capital address both the business challenges and calculation considerations associated with Expected Positive Exposure, freeing banks to create a 'compute first, then do business' risk management system.

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Cleaning a Passive Index

How portfolio optimization can be used to locate statistical portfolio substitutes for investments and companies that fail a corporate social responsibility (CSR) screen.

Moshe Milevsky, Andrew Aziz, Al Goss, Jane Thomson and David Wheeler

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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.

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Cyclicality of Operational Risk: The Tracking Phenomenon

Penny Cagan and Yakov Lantsman

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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

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Integrating Assets and Liabilities

Considering alternative ways to align and integrate approaches to modelling assets and liabilities in the insurance industry. *Reproduced with permission. The Actuary, September 2007

Curt Burmeister and Martin Sher

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Featured Case Study

Value-Based Management

South African bank Nedbank implements a comprehensive market and credit risk management infrastructure.

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Featured Research

The Disclosure Debate

Could new hedge fund filing regulations have prevented the Bayou Fund fraud?

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