ALM and Liquidity Risk
Leveraging proven risk management practices from the trading book, Algorithmics' ALM & liquidity risk solutions offer balance sheet professionals a simulation-based framework to handle sophisticated products, address regulatory requirements such as the FSA's Individual Liquidity Adequacy Standards, and support advanced calculations such as stochastic scenarios. Extending these capabilities to cover earnings and cash flow simulation, with both static and dynamic behavioral evolutions of the balance sheet, Algorithmics' ALM & liquidity risk provides solutions to the modern ALM manager.
Balance Sheet Risk Management
Facilitate balance sheet risk assessment, strategic decision making, and regulatory compliance with a data management and analysis solution integrating ALM, liquidity risk, and market analytics applications within a scenario-based system using a web-based interface for ease of reporting across the organization.
Related Products and Services
Related Downloads
Response to the Basel Committee's request for comments on the consultative document:
Proposed Enhancements to the Basel II Framework
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International framework for liquidity risk measurement, standards and monitoring
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Algo ALM Fact Sheet
Industry-leading asset and liability management solution for the enterprise.
Algo Liquidity Risk Fact Sheet
Integrated, industry-leading framework to measure and manage liquidity risk.
Algo ALM for IAS 39 Fact Sheet
Address international hedging accounting standards with the industry's leading asset and liability management solution.
Featured White Papers
Algorithmics' Response to the FSA's CP 09/13 - Strengthening Liquidity Standard 2: Liquidity Reporting
Integrated Risk Management: Market and Credit Risks
Liquidity Risk Management Assessing and Planning for Adverse Events
Liquidity Risk: Comparing Regulations Across Jurisdictions and the Role of Central Banks
From Compliance to Value Creation: The Evolution of Enterprise Risk Management
Ask a group of risk and finance executives to define enterprise risk management (ERM) and you will hear a number of overlapping answers.
