Provides next-generation ALM and liquidity risk management

Algo ALM and Liquidity Risk on Big Data provides a next-generation risk system, designed with business-driven interfaces, and built on high-performance analytical engines that delivers uncompromising, comprehensive results. Users are provided with a solution capable of efficiently and effectively modeling the dynamic nature of balance sheet risks, liquidity holdings and hedging strategies, delivering a more sophisticated level of analysis.
Algo ALM and Liquidity Risk on Big Data

Easily meets regulatory requirements

Deliver flexible and fast reporting to support regulatory compliance across IRRBB, BCBS 368, LCR, NSFR, 2052a, stress testing and local regulations.

Improves performance

Runs simulations using high-performance big data technologies that are scalable and quick, managing high banking book volumes without pooling data.

Lowers total cost of ownership

Reduce costs using commodity hardware and provide access to more users through web-based interfaces.

Increases the quality of analysis

Use powerful and comprehensive scenario-based analytics and create sandboxes for ad hoc analysis.

Provides comprehensive analytics

Delivers enhanced analytics for ALM, non-traded market risk, liquidity risk, stress testing including advanced dynamic behavioral models and balance sheet planning.

Key reasons you need Algo ALM and Liquidity Risk on Big Data

  • Big data technology for next generation performance
  • Comprehensive coverage of balance sheet risk
  • Empowers users with browser-based interfaces
  • Gain an edge with advanced scenario generation
  • Flexible and fast reporting