Products
Driven by an integrated risk engine and database, Single Engine for Market Risk, Credit Risk and ALM Analytics for Banks delivers high performance analysis and faster, more consistent valuations for market analytics, credit exposure and ALM.
Single Engine for Market Risk, Credit Risk and ALM Analytics for Banks delivers a sophisticated, installed solution at a packaged software price, and includes the following components:
Algo Market Analytics
Enables risk managers to measure, control and manage market risk across multiple asset classes and risk factors.
Algo Credit Exposure
Calculate and aggregate simulation-based exposures including multi-step Monte Carlo simulation, advanced scenario generation and flexible risk modeling.
Algo ALM
Measure earning sensitivity and future market valuation to support day-to-day management and gain a clear picture for long-term planning.
Featured Case Study
An Integrated Investment
NIBCapital integrates market and credit risk as well as collateral management across operations.