Features

Combining customizable features with a proven, integrated architecture, Single Engine for Market Risk, Credit Risk and ALM Analytics for Banks provides a cost-effective solution for market, credit and ALM that supports the industry's most advanced analytics and instrument coverage

Integrated risk engine

Using a single data architecture and risk engine, Algorithmics' solution is completely integrated across the trading and banking books. This approach links many different sources of risk taken from across an organization to offer a consolidated view of risk across multiple risk types, asset classes and geographies.

Comprehensive instrument coverage

Single Engine for Market Risk, Credit Risk and ALM Analytics for Banks contains many different financial instruments and is being constantly updated and expanded. With an asset coverage library that includes over 20 geographical markets and over 400 financial products spanning fixed income, foreign exchange, equity, credit, energy and derivatives, this solution allows a firm to understand the source of risk in a portfolio, including breakdowns by risk factor, virtual group and asset.

Multi-platform support

Single Engine for Market Risk, Credit Risk and ALM Analytics for Banks runs on both Solaris and Linux platforms, allowing firms to utilize existing resources and migrate to a Linux environment in stages.

Stochastic exposure support

Single Engine for Market Risk, Credit Risk and ALM Analytics for Banks supports this highly intensive, yet highly valuable, modeling method to evaluate liabilities.