SS&C Algorithmics for Capital Markets
From enterprise risk oversight to front office decision support, SS&C Algorithmics offers risk management solutions that provide an integrated view across counterparty credit and market risks for regulatory compliance and industry best practice.
Basel III Endgame: FRTB Coming Soon to the United States
With the endgame for Basel III now in sight, impacted US banks are now faced with important decisions around implementation ahead of 2025 deadlines.
The Formidable Exposure Spikes: The Long and Spiky Road to Consistency in CCR Internal Models
Algorithmics discusses internal model inconsistency for counterparty credit risk and its impact on forward settlement risk.
SS&C Algorithmics HiPER Risk Engine
Download this eBook to learn about SS&C Algorithmics HiPER Risk Engine and its real life client studies and use cases.
Flexible and Comprehensive Best of Class Solutions Covering Market Risk, FRTB, CCR and XVA
SS&C Algorithmics solutions cover the full range of capital markets risk management needs. Flexible and modular deployment options allow you to choose from on-premises, cloud-native, and fully hosted models, fully customized to your needs.
Algo Market Risk for Banks Award-winning best-in-class market risk solution. Giving full visibility of trading book’s market risks across all asset classes as well as regulatory compliance. Algo Market Risk is a fully integrated, modern, component-based solution that supports easy integration with 3rd party systems that reduces operational risks and lowering costs
Algo Market Risk Service for Banks Benefit from the full functionality of the market risk solution in a SaaS model, where our experts provide hosting and operational support, leaving you free to focus on the business usage of the system. Leveraging the benefits of cloud, the framework can be easily expanded to grow with your future needs.
Algo Counterparty Credit Risk for Banks (CCR) Single cross-asset class 24/7 trading book view of XVAs, market/credit exposure including a full suite of front and middle-office decision support tools. The solution provides coverage for IMM and standardized approaches, real-time sub-second response times, and powerful user-driven what-if capability.
Algo Counterparty Credit Risk Service for Banks Provides extensive counterparty credit risk across the trading book for simulated and standardized approaches, XVAs, market and credit exposure, limits and what-if in a fully hosted model, including hardware, hosting and operational support from our team of experts.
Algo XVA Sensitivities Enables high performance calculation of XVA exposure measures and their sensitivities to market factors required for regulatory and hedging purposes.
Algo Fundamental Review of the Trading Book (FRTB) Efficiently provides solutions with powerful new tools and what-if capabilities to help banks effectively comply with and manage FRTB-SA, FRTB-IMA and FRTB-DRC.
Algo Fundamental Review of the Trading Book (FRTB) Service All the functionality of Algorithmic’s FRTB solution, provided in a fully hosted model on SS&C cloud, managed by our team of experts, and including options for categorized market data for FRTB-SA sensitivities calculation.
Algo SA-CCR / Algo SA-CVA / Algo BA-CVA Modular solutions to effectively report and analyze the standardized approach for counterparty credit exposure, as well as standardized and basic CVA requirements.