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 Risk.net/SS&C 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 Risk.net/SS&C Algorithmics ‘Future of risk management’ audiocast series - click each title to listen: