Algo Market Analytics

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Market Risk

Product and service specifications

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Tags:

market risk, internal model, minimum capital

Overview

Algo Market Analytics

Supports market risk capital measurement, management and mark-to-market, enabling calculation of minimum capital under standardized and internal model approaches. Algo Market Analytics captures and consolidates exposures arising from multiple risk factors including interest rates, equity markets, credit spreads, volatilities, FX, power and commodities.

http://www.algorithmics.com/EN/services/18-prodserv.cfm

Company