Algorithmica Research Ab


Headlines 2010-02-10 Öhman chooses Algorithmica’s risk management solution for independent real-time control Read more>> ............................................ 2010-01-20 Är du duktig C#-utvecklare med sinne för användargränssnitt? Read more>> ............................................ 2009-12-21 Industrivärden selects Quantlab and AHS Read more>> ............................................ 2009-12-09 Vasakronan selects Treasury Risk Management module for liquidity management Read more>> ............................................ 2009-11-12 Quantlab now supports real-time contribution to Bloomberg and Reuters Read more>> ............................................ News archive>>	Vasakronan selects Treasury Risk Management module for liquidity management Vasakronan, the largest real estate company in Sweden, and among the largest corporate borrowers, recently selected the Treasury Risk Management module for advanced portfolio interest rate simulations. Specifically, Vasakronan will use the TRM module for liquidity risk management with a flexible and customisable reset and maturity scheme. Interest cost forecasting is another major feature of the TRM module. All transactions can be analysed with or without overlay portfolios, including or excluding refinancing simulations. Manual or automatic rule based input of refinance transactions take care of all liquidity surplus or deficit. The TRM module is a part of the ARMS solution framework and can be used seamlessly with the same transaction model as other ARMS modules. This will allow for an easy extension into market-, credit- and counterparty risk management using the ARMS value-at-risk and stress-testing capabilities. All analytics can run in realtime using either Bloomberg or Reuters realtime market data feeds. For more information about the Treasury Risk Management module please contact Johan Treskog. +46 8 440 4400