SEC Modernization of Derivatives Risk Management: Rule 18f-4

The SS&C Algorithmics 18f-4 solution provides a turnkey, scalable, cloud-based platform that enables firms to comply with the new rules pertaining to derivative risk management program requirements. Support includes monitoring daily Value at Risk across prescribed thresholds, enabling a robust stress testing framework that captures “extreme but plausible”  scenarios, and ensures model accuracy through back testing methods.