Take an integrated approach to risk management
IBM analytics solutions can help your bank manage financial risks in a more integrated way, with risk management solutions that will prepare firms to thrive in a financial crisis, and exceed the requirements of emerging financial regulations, such as the fundamental review of the trading book (FRTB) and SA-CCR.
Set the right price for market and credit risk on every trade
Algorithmics Integrated Market and Credit Risk
Algorithmics solutions from IBM provide real-time risk results to enable more effective, risk-informed decision making by both middle office risk managers and front office traders.
Trading book risk management
Solutions for your business
Calculate deal-time exposures, xVA measures and market risk measures.
models and analytics
Rely on extensive instrument coverage.
Simplify the data supply chain, lower costs and accelerate time to market.
Qualify for internal model approval under Basel III and FRTB.
Right price for risk
Under Basel III and FRTB, banks are facing increased capital and funding costs, which is changing how traders make decisions on who to trade with and how to price trade. With IBM, the front office can do more business with a more efficient use of limits and a more accurate pricing of risks.
- Traders can accurately calculate pre-deal incremental exposures, default and CVA capital, with virtually no compromise in trade execution time
- Exposures are based on full multi-step Monte Carlo simulations that fully account for netting and collateral
Cross-asset risk models and analytics
Algorithmics Integrated Market and Credit Risk includes instrument coverage for more than 20 geographic markets and over 400 financial instruments including fixed income, foreign exchange, equity, credit, energy, commodity and derivatives markets.
Trusted risk data architecture
The Basel Committee Principles for effective risk data aggregation and risk reporting (BCBS239) is demanding that banks reform their risk data architectures. IBM can help simplify your data supply chain to increase transparency, reduce operational costs and enhance decision making that leads to more profitable outcomes.
With new capital buffers under Basel III and much higher regulatory capital requirements for the trading book expected under FRTB, there is mounting pressure on the return on equity of banks. IBM solutions can help your bank optimize the cost of capital and achieve a significant reduction in capital under Basel III.
- Adopt more sophisticated risk modelling approaches to help your bank achieve internal model approval
- Implement more efficient hedging of CVA VaR and reduce conservatism on measures like PFE and EEPE
Societe Generale moves to a real-time pricing solution that helps traders identify risk-reducing trades.
Scotiabank gains a unified solution for managing counterparty exposures and CVA in the front, middle and back office.
Basel III and beyond
Speaking as one
Learn why now is the time for banks to make a bold move towards smarter analytics that will yield competitive advantages for years to come.
Model risk management
In this IBM-sponsored study, Chartis set out to understand the issues organizations face in managing model risk, and the strategies and best practices that can be implemented to address this increasingly important area.
Governing risk data aggregation and risk reporting
Discover how IBM InfoSphere Information Governance Catalog can offer relief by helping banks establish trust and manage the source or lineage of key data.