SS&C Algorithmics

SS&C Algorithmics provides a range of award winning solutions to address market risk, credit risk, asset-liability management, liquidity risk, economic capital and regulatory capital. Based on sophisticated models and analytics, and utilising modern technologies, they deliver the high performance and superior user experience required to meet today’s regulatory challenges while providing business value.

FRTB: a question of strategy for US banks

As pieces of the FRTB puzzle fall into place, the model methodology reshuffle raises new questions for US banks hoping to heed the lessons from their FRTB forerunners in Europe and beyond. This Risk.net paper explores the key decisions facing US banks as they look to future-proof their FRTB…