Algo includes S&P for Basel II

The non-exclusive agreement with New York-based S&P, announced at Algorithmics’ credit conference in Vienna on November 8-9, will enable the Toronto-based risk management systems developer to package a range of S&P data, such as ratings, default probabilities and loan pricing information, with its credit analytics, including the Algo Portfolio Credit Risk Engine and Algo Credit eValuator (ACV) loan portfolio valuation software.

"Implementing advanced credit risk applications and ultimately s

To continue reading...

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: