Algo includes S&P for Basel II

Algorithmics is strengthening its credit risk management offering as demand grows for more comprehensive credit solutions. It is integrating a number of Standard & Poor’s credit data products with its analytical tools and developing a new module to help institutions meet the requirements of Basel II, the new capital Accord proposed by the Bank for International Settlements.

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

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