Feature spotlights
Customer case studies
Custom Front Office Application leverages Algo IMCR Framework & Open APIs
Intesa SanPaoloSmarter more informed business decisions based on real-time understanding of exposure
KeybankHow customers use it
Front Office & Risk Integration
Problem
Risk Management and the Front Office have multiple soloed technology stacks for XVA and exposure calculation with conservative add-on based limit management.
Solution
Algo IMCR improves risk based decision making by measuring relationships-time and pre-deal simulation based counterparty exposures, XVAs and capital using a single platform with a single user interface.
Comprehensive Regulatory Coverage
Problem
Stringent regulatory requirements for Internal Model Approval
Solution
Algo IMCR provides advanced simulation based analytics: path dependent collateral model based credit exposures; extensions to model exposures accounting for the granular settlement cash flows dating each MPOR and as tools to perform CCR backtesting.