Software Survey 2007

Software survey 2007

ALGORITHMICS
Algo Risk provides an integrated scenario-based simulation framework covering assets and liabilities that supports the risk, economic capital and asset and liability management (ALM) functions of the front and middle office, as well as hedging and portfolio modelling. Core functions include enterprise market risk, counterparty exposures and portfolio credit risk calculations; relative and absolute risk measurement; portfolio modelling; liabilities management (market value pricing

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