What it can do for your business

Algo Integrated Market and Credit Risk manages market and credit risks across all asset classes, financial product types and industry sectors. This enterprise solution meets the demands of risk managers for rigorous analysis and reporting – and the needs of trading desks for instant and actionable results. It provides simulation-based market, credit and xVA measures available at pre-deal speeds. Traders can price risk-reducing trades more competitively than risk-increasing trades. They are able to work with risk managers to do more business without increasing the overall risk exposure.
IBM Algorithmics Integrated Market and Credit Risk

Run internal models

At the trading desk level, calculate simulation-based market risk measures, credit exposures, and xVA measures at pre-deal speeds for more competitive risk-based pricing.

Reduce capital requirements

Qualify for internal model approvals under Basel III and FRTB and implement more capital efficient hedging strategies.

Rely on instrument coverage

Get trading book instrument coverage across financial instruments, foreign exchange, commodities and derivative products – spanning 20 geographic markets and 400 financial products.

Security and privacy in the cloud

  • IBM enables companies to scale and adapt quickly to changing business needs without compromising security, privacy or risk levels when using IBM cloud offerings.

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See how it works

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