Fully Simulated Path Dependent Enterprise Decision Support

IBM Algorithmics Integrated Market and Credit Risk (Algo IMCR) improves risk-based decision making by measuring market, counterparty exposure, XVAs and capital on a single platform. The solution empowers financial institutions with competitive advantage by providing accurate risk adjusted prices to clients via pre-deal simulations of incremental XVAs and optimizing limit utilization via timely and accurate measurement of credit exposure in real time. Sophisticated path dependent physical collateral models are considered in computing real-time counterparty exposure and advanced analytics in modeling settlement cash flows.

Real-time Exposures and XVAs

Calculate fully simulated exposures and XVA measures on a real-time and pre-deal basis with full path dependent collateral and standardized measures 24x7 for Front Office and Risk.

Reduce Capital Requirements

Qualify for CCR internal models approval and implement more capital efficient hedging strategies together with back testing support.

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.

What can IMCR offer to transform your business?

  • 24/7 Real-time Infrastructure
  • Single Infrastructure
  • Regulatory Compliance
  • What-if Sandbox Analytics
  • Open APIs
  • XVA Pricing
  • Backtesting
  • Margin Impact on Exposures
  • Fulfill the Stringent Rules of the TRIM
  • Assignment Workflow

See how it works

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