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Sep 3, 2020

Onboarding new asset types: a case for flexible risk model integration

For wealth managers and institutional asset allocation specialists exploring long-term investment opportunities, the onboarding of new financial instruments presents both data and risk modeling challenges. This investigation journey can be illustrated using a hypothetical cryptocurrency fund example as part of a broadly invested financial portfolio. This example also advocates the need for analytics to enable upstream data investigation, flexible risk model mapping and support for a broad range of simulation techniques within a cost-controlled environment.

Aug 27, 2020

SS&C Algorithmics recognized in Waters Rankings 2020

SS&C Algorithmics has been named as the winner of Best Market Risk Solution Provider at the Waters Rankings 2020. Mina Wallace, SVP and General Manager, SS&C Algorithmics commented, “We are delighted to win this award and proud to be recognized for the success we’ve had delivering on FRTB for our clients. We appreciate our clients voting for us in the prestigious Waters Rankings.”

Aug 14, 2020

Balance Sheet Risk Management System Optimization survey: balancing cost, performance and value

During our recent webinar discussing Balance Sheet Risk Management System Optimization, we polled our audience to learn more about the challenges they are seeing during these turbulent times. Based on participant responses to our survey questions, we learned that banks are indeed seeing challenges managing balance sheet risk as the prevalence of persistently low rates, continuing margin compression and increasing credit losses tangibly impact financial performance.

Jul 28, 2020

FRTB survey shows firms using the Basel III delay to consider options

The SS&C Algorithmics webinar “FRTB market trends amidst the Basel III delay” held on July 8th provided an opportunity to engage in insightful discussion and gain market-led insights and perspectives with a panel of risk practitioners. The panelists are close to the implementation of the revised market risk capital requirements under the Fundamental Review of the Trading Book (FRTB). The session covered known and emerging FRTB challenges in the current COVID-19 climate, characterized by unprecedented market volatility and uncertainty, counterbalanced by a recent decision by the Basel Committee on Banking Supervision (BCBS) to defer the implementation of the new standards to 2023.

Jul 15, 2020

Negative oil futures and the impact on risk management

April 20 marked a new event in the history of crude oil prices when the WTI May futures that were about to expire the next day traded in the negative territory at a historic low of $ -37.63. This was the result of a very low demand for oil as the global lockdowns to mitigate the effects of the pandemic brought economic activity to a standstill. This in turn resulted in a huge surplus of oil that has left oil producers and traders scrambling for storage.  The fear is that, if forced to accept delivery of crude oil upon the futures expiration, it would leave the party with the long position of having nowhere to store it, as the excess supply has already filled up the storage tankers across the US. This explains the negative May futures price.

Jul 7, 2020

SS&C Algorithmics wins Risk Technology Awards 2020 Bank ALM system of the year

SS&C Algorithmics is pleased to share that we have won Bank ALM system of the year at the prestigious Risk Technology Awards 2020.

The SS&C Algorithmics ALM solution provides a next-generation risk system, designed with business-driven interfaces, and built on high-performance analytical engines that delivers uncompromising, comprehensive results.

May 21, 2020

When sweet can turn sour: a case for integrated market and credit risk management

Institutions invested in a broad range of corporate debt instruments can draw various business benefits from adopting an integrated market and credit risk view. The low-yield environment in major government bond markets (see Fig.1), combined with recent spread volatility increases, reinforce these aspects. For risk analysts, asset allocation experts, and fund managers, it means capturing in a single framework obligors’ rating migration and default situations, on top of yield curve shifts and spread-widening impacts. This integration should allow business stakeholders to blend risk factor and financial instrument info, build timely hedging strategies at the issuer level, or refine their portfolio overlays.

Apr 21, 2020

Increased support for large exposure management and reporting with release of SS&C Algorithmics Credit Manager 5.4.8

The latest release of SS&C Algorithmics Credit Manager is available nowACM is a complete credit risk platform meeting the needs of organizations to know, price, control, monitor and reduce credit risk. ACM capabilities include providing a single view of risk, credit exposure calculation and consolidation, limits management, excess monitoring, what-if and limit reservations, and qualitative and quantitative ratings.

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