Algorithmics demos Algo OpCapital module


TORONTO -- Software provider Algorithmics said in December it demonstrated for the first time its Algo OpCapital addition to its Algo OpRisk package for operational risk data collection and capital calculation.

Algo OpCapital adopts an actuarial approach by which distributions are assumed for both the frequency and severity of operational losses, Algorithmics said.

The module also makes use of mark-to- future simulations to produce loss distribution that, Algorithmics said, avoids many of the

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