Algorithmics
The indexes that are bridging the gap between active and passive investing
Many passive returns
Algorithmics: Algo Risk Service
Algorithmics: Algo Risk Service
Balancing the benefits and costs of GPUs
Speed is the key
Coping with the new CVA challenges
Countering the credit challenge
Penny Cagan leaves Algo First for Citi
In a surprise move, First database founder Penny Cagan departs Algorithmics.
Compliance vendors triumph in adversity
Compliance providers have found new customers as a result of the recently changed regulatory environment, while adopting integrated approaches to make the best of tightened budgets everywhere. David Benyon reports
Penny Cagan in conversation with Jonathan Howitt
Algorithmics' operational risk expert Penny Cagan speaks with the Man Group's Jonathan Howitt on key challenges facing op risk executives globally
Natural selection -- Software rankings
This year’s OR&R software survey shows that not only is operational risk management expanding way beyond its initial remit, but governance, risk and compliance is also establishing itself as a firm favourite among those looking to weather recent market…
Winning strategies
The new breed of systematic structured products offers investors a third way between long-only managers and hedge funds. As well as providing strategies similar to hedge funds, but with better transparency, liquidity and lower costs, the products could…
Fighting tough
Software survey
Algorithmics, RMA and RiskBusiness unite op risk resources
Daily news headlines
Algorithmics releases credit crisis case studies
Daily news headlines
Algos to the rescue
Structured products
Systems failure
Risk management
The redundant trader
Algorithmic trading
Risk scenarios must take impact of climate change into account
Daily news headlines
Algorithmics launches Algo First 4.0
Daily news headlines
Room for improvement
Sungard tops our survey of software vendors, its products proving a hit across the op risk and compliance spectrum. But op risk executives continue to demand more from the software industry, reports Dianne See Morrison
Danske Bank completes first phase of economic capital project
Danske Bank completed the first phase of an economic capital project with Algorithmics
Sponsor’s article > Pan-European Credit Data Consortium Case Study: Credit Data Pooling by Banks for Banks
Institutions seeking to apply the internal ratings-based (IRB) approach under Basel II are required to provide accurate estimates of their credit risks. However, most banks do not have enough internal data on default and recovery to calculate reliable…
Algorithmics and Citigroup in credit risk partnership
Algorithmics, a Toronto-based specialist in enterprise risk management, has entered into a strategic alliance with global banking giant Citigroup to deliver a global suite of credit risk models. The models will provide credit risk and default analytics…
External data: reaching for the truth
Algo OpVantage's Penny Cagan dispels 10 myths associated with using external data in an op risk context.