Enterprise-Grade Risk Reimagined for Firms of Any Size

Financial risk expectations are no longer confined to the largest global banks. Regulatory scrutiny, model transparency and capital accountability have steadily expanded across the financial ecosystem, raising the baseline for what constitutes adequate risk infrastructure. Supervisory focus has intensified on areas such as counterparty exposure, interest rate risk in the banking book, stress testing and market risk capital.

For mid-tier financial institutions, this creates a structural tension. Boards and regulators expect credible analytics, defensible models and resilient reporting frameworks. At the same time, these organizations often operate with lean risk teams, constrained technology budgets and limited tolerance for large-scale transformation programs. The result is a widening gap between regulatory expectations and operational capacity.

Historically, firms have faced a binary choice. One option is to invest in fully configurable enterprise platforms designed to support the most complex global risk environments. These platforms are powerful, but they are often costly and resource-intensive to implement and maintain. Alternatively, firms could rely on narrower point solutions or internal builds that address immediate requirements but introduce fragmentation, manual workarounds and governance risk over time.

Neither path is a perfect fit for mid-sized firms.

What many mid-sized banks, regional institutions and asset managers need is a platform with enterprise-grade risk methodologies delivered with standardized configuration, defined implementation timelines and cost structures aligned to operational reality. The mindset is shifting toward accessing proven risk capabilities without over-engineering.

This shift reflects a broader evolution in financial technology priorities. Firms are placing greater emphasis on speed to value, governance clarity and sustainability of operating models. They are seeking solutions that meet regulatory expectations while preserving the flexibility to scale as complexity grows.

New deployment models for risk infrastructure are emerging to bridge the gap between enterprise capability and operational practicality.

It is against this backdrop that SS&C Algorithmics is expanding its portfolio with Fast Algorithmics Simulation Technology, or FAST solutions. These are a class of rapid‑to‑deploy, standardized risk solutions designed specifically for the mid‑tier market or for firms who have existing solutions but need to augment their capabilities for a specific area of financial risk.

Two Solution Tiers to Meet the Needs of Any Financial Institution

SS&C Algorithmics now offers two distinct solution tiers to meet the needs of firms of any size.

• SS&C Algorithmics Enterprise
  A top‑tier, fully configurable platform supporting complex risk environments, bespoke workflows and large‑scale deployments, delivered on‑premises or hosted and supported by SS&C experts.
• SS&C Algorithmics FAST
  A mid‑tier offering built on the same trusted technology with robust business capabilities, but delivered with pre‑defined functionality, standardized configuration and faster implementation at a competitive price point.

FAST solutions are ideal for institutions that require comprehensive risk capabilities but do not need the full complexity of an enterprise deployment.

About SS&C Algorithmics FAST Solutions

FAST solutions are built by repackaging proven SS&C Algorithmics components into prescribed, end‑to‑end solutions that are:

• Quick to implement with pre‑configured runs, reports and data definitions
• Comprehensive, covering core regulatory and risk management requirements
• Flexible, available on‑premises or as a hosted or managed service
• Future‑proof, with the ability to add capabilities over time; or, for some solutions, evolve into an enterprise solution to accommodate growth

FAST Solutions Available Today

SS&C Algorithmics has launched several FAST offerings:

• CCR FAST – Counterparty Credit Risk exposure measures including PFE, EPE and XVA, with sophisticated simulation and collateral modeling
• ALM FAST – Asset‑Liability Management with pre‑configured EVE and NII runs, IRRBB, stress testing and standardized reporting
• Market Risk FAST – Market Risk reporting for institutions with smaller trading books, including VaR, sensitivities and stress testing
• FRTB FAST – Pre-defined models, regulatory parameters with the latest capital rules and reporting templates to support compliance with fundamental review of the trading book (FRTB)requirements

Enterprise Power with FAST Time‑to‑Value

FAST solutions are purpose‑built for small to mid‑sized financial institutions, including regional banks, emerging‑market firms and asset managers facing pressure to modernize risk infrastructure without over‑engineering.

FAST solutions are built on the same trusted technology as Enterprise SS&C Algorithmics solutions, but they are offered in a solution package that can be rapidly implemented in days or weeks, not months.

With FAST, firms don’t have to choose between capability and complexity. They can deploy trusted Algorithmics technology quickly, confidently and cost‑effectively.

Contact us today to find out more about how you can benefit from the SS&C Algorithmics FAST Solutions.