Nordic phase-in of new Initial Margin Rules is closing in.

Phase one and two of the new initial margin rules for non-cleared derivatives transactions has been finalised and the global players are live. Now that phase three, encompassing mainly regional banks, is knocking on the door, September 2018 is very close indeed. When also phase four and five targeting buy-side has go-live in 2019, the need for a cost efficient and local solution is obvious. Algorithmica's Risk Solution team is pleased to announce that release of the new SIMM margin rule engine will be out soon.

2018-05-29 News

New Master Thesis on Exotic Derivatives and Deep Learning

This Master thesis investigates the use of Artificial Neural Networks (ANNs)for calculating present values, Value-at-Risk and Expected Shortfall of options, both European call options and more complex rainbow options.

2018-05-28 Finanskontakt News

Look into the ARMS FRTB Suite

To get an understanding of the complexities of the upcoming FRTB regulations we have created a presentation and video of the ARMS FRTB Suite of tools. [Link to pdf] and [Link to video]

2018-04-13 News

New ARMS – cumulative release notes

Cumulative ARMS release notes from ver 3.3.1 to 3.3.7. The ARMS R&D department continues to deliver high quality performance enhancements and new features to the growing risk management platform. With this release, ARMS is shipped with many features that will make the users much more productive in their daily work. This includes both analytics for explaining current risk issues as well as fast pre-trade support. Fast turn around times on bespoke new instrument development has also enabled risk departments to give green-light with regards to new trades.

2018-03-22 News

Morningstar and RegXChange fund feeds added to History Server and more

In response to client demand for quality fund information such as costs, fees and other charges, the AHS now handles fund information from Morningstar and RegXChange. In further news, a complete integration with the ESMA FIRDS database is now complete.

2018-02-07 News

The next wave of FinTech, InsurTech and RegTech.

We are very pleased to be included in some of the recent research coming out of the Stockholm School of Economics.

2017-12-14 News

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