Algo Market Analytics

Algo Market Analytics supports market risk capital measurement, management and mark-to-market, enabling calculation of minimum capital under standardized and internal model approaches. Algo Market Analytics captures and consolidates exposures arising from multiple risk factors including interest rates, equity markets, credit spreads, volatilities, FX, power and commodities.

The range of risk analytics offered includes stress testing, simulation-based scenario generation, aggregation, drilldown and portfolio optimization. Since 1996, firms have used Algo Market Analytics to secure regulatory approval for their Internal Models Approach (IMA).

Benefits

Scalable architecture
Algo Market Analytics enables risk managers to aggregate and dissect risk across multiple asset classes and risk categories, customized to a firm's existing environment. The flexible nature of Algo Market Analytics ensures it can be easily expanded to accommodate new business requirements as they emerge.

Lower operational cost
By enabling a firm to capture a fully integrated view of risk, Algo Market Analytics helps financial institutions eliminate the costs and inconsistencies that result from accommodating multiple systems and competing standards across the enterprise. The proven methodology of Algo Market Analytics saves time and costs associated with implementation, resulting in lower maintenance fees.

Comprehensive understanding of portfolio risk
Algo Market Analytics instrument coverage includes over 20 different geographic markets and more than 400 financial products including fixed income, foreign exchange, equity, credit, energy, commodity and derivatives markets. Algo Market Analytics also supports the seamless integration of third-party and proprietary valuation models.

Reduce regulatory capital
Many financial institutions around the world using Algo Market Analytics have received regulatory approval of their internal models for market and specific risk, and have been able to free up significant capital reserves.