Algorithmica and FCG Fonder implement best-of-breed market data and risk system

Algorithmica has signed an agreement with FCG Fonder to implement both its vendor independent market data hub as well as its proven risk platform ARMS.

2021-05-31 News

LIBOR cessation proofing – for Quantlab and ARMS

Algorithmica is pleased to announce the successful development into future risk-free-rates (RFR) regime for its products Quantlab and ARMS.

2021-05-24 News

Successful FRTB implementation at leading Nordic investment bank

As the deadline for reporting of SA-FRTB is nearing, Algorithmica is pleased to announce yet another successful implementation project of its multi-functional risk management platform ARMS, and more specifically the SA-FRTB set of sensitivity and aggregation metrics needed for the trading book positions.

2021-05-20 News

Value-at-risk model performance during covid-19

We investigate three different Value-at-Risk models and their performance during the last year, including the Covid-19 turmoil.

2020-12-15 News

SEB selects IRRBB solution from Algorithmica

SEB has selected an IRRBB risk and planning solution from Algorithmica Research for its regulatory and internal IRRBB risk control needs. The IRRBB solution will be capable of delivering all standardised EBA stress tests pre-configured, with a range of modeling options for deeper internal analysis of economic value and earnings risk.

2020-03-27 News

Major ARMS release – version 3.6

With the 3.6 release of the ARMS platform, the module for Interest Rate Risk in the Banking Book (IRRBB) will be available to current and new clients. Using the speed and memory efficient cash-flow engine, the module will provide standardized stress regulatory reporting for the risk department. Using the flexible configuration, the module will work equally well for the treasury department to assess future earnings under different market and margin scenarios. Static and dynamic balance sheet effects can be analysed to provide management with wide set of future earnings scenarios. All other modules in ARMS have various new features and improvements.

2019-06-07 News

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