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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.
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
Proactive Risk Management: Integrating Risk and Finance
Algorithmics and IBM discuss how banks are looking to integrate risk management into finance to optimize resources, reduce costs and enhance profitability.
Pierre Pourquery and Dan Rosen
Replicating Portfolios in Algo Risk
This paper provides a high-level overview of the replicating portfolio construction process available within Algo Risk.
Curt Burmeister and Richard Black
Risk in Capital Markets and Trading
The typical first step to measuring risk is classification: is it market risk or credit risk? Using integrated risk measures can dissolve the boundaries between risk types, and provide a more accurate picture of exposures.
Diane Reynolds
The Risk Report 2006/2007
How the world's largest banks discuss their risks with shareholders.
Diane Reynolds, Maria Raposo and Adam Lloyd
The Risk Report 2007/2008
An ongoing survey of the world's largest banks and their strategies for publicly disclosing risk information
Diane Reynolds and Patrick Tobin
Wholesale Banking: Challoenges in Automating Commercial Credit Risk Management
Many institutions face difficulties when seeking to automate the origination, monitoring, and managing of Commercial Credit. This paper discusses the scope of these challenges and outlines the many benefits of automation.
Rory McClure
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.