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    Powering the risk engine: Supercharging risk analytics for a new era of volatility

    The risk landscape is changing fast for investment banks and buy-side firms. In the wake of Covid-19, volatile markets, complex risks and regulation are accelerating demand for greater visibility across portfolios, more efficient risk management workflows, and faster decision-making.

    This Algorithmics white paper charts the emergence, key attributes and use cases for a new breed of agile high-performance risk analytics – with a particular focus on derivatives valuation adjustments – and explains why the incremental technological gains of the past are no longer enough to power the risk engines of tomorrow. 


    You can learn more about the evolution of high-performance risk analytics in the accompanying Algorithmics ‘Future of risk management’ audiocast series - click each title to listen: