Algorithmics
Incorporating climate risk into ALM frameworks for banks
Banks are coming under increasing regulatory pressure to incorporate climate risk into their risk management frameworks. An emerging focus is incorporating climate risk into the asset-liability management (ALM) function. This webinar explores this new…
IBM Algo Credit Manager: Improving profitability, control and credit outcomes
Content provided by IBM
Multiperiod portfolio selection and Bayesian dynamic models
Kolm and Ritter present a multiperiod, multi-asset selection model with transacion costs, kept computationally tractrable
Backward induction for future values
A new framework for derivatives pricing with valuation adjustments
Awards 2012: Best Solvency II software package: IBM (formerly Algorithmics)
Best Solvency II software package: IBM (formerly Algorithmics)
Sentiment could enhance risk models, says Algo’s Macdonald
Market sentiment could eventually be used as an input for risk and trading models, helping to predict future events, says John Macdonald of IBM Algorithmics
US focus: Economic evolution
Economic evolution
Smoothing the flow: integrating workflow in Solvency II
Smoothing the flow
The ORR 20: Software rankings 2012
Convergent paths
Insurers enhance risk engines to meet Solvency II demands
Powering up the engine
Structured Products Technology Rankings 2012
Shuffling the pack
Cagan appointed head of op risk at JP Morgan
Cagan moves from compliance role at Citi to new op risk post
Awards 2011: Solvency II software package: Algorithmics
Solvency II software package: Algorithmics
Asia Risk technology rankings 2011: The results!
Buyouts and divestments were not the only interesting developments shaking up the delivery of risk management, pricing and analytics, and trading technology in the Asia-Pacific region during the past year. New rules and regulations were also a…
Software survey 2011 results
Software survey 2011 results
Algorithmic trading in energy
The hare and the tortoise
The ORR 20: Op risk software survey
Room to move
Technology vendor rankings 2011: The results
Technology triumphs
Algorithmics patents operational risk capital modelling framework
Algos patents operational risk capital modelling framework