Algo enhances real-time risk offering

The upgraded product, the version number of which is yet to be determined, will offer an expanded real-time risk management piece covering a broader range of asset classes, including rates, fixed income, energy and structured products, says Neil Bartlett, CTO of Algorithmics. For the first time, the vendor has entered the real-time credit value adjustment (CVA) area, which uses a loss-based measurement, he explains.

The idea is now to tune each individual trade with a loss-based adjustment, says

To continue reading...

You need to sign in to use this feature. If you don’t have a WatersTechnology account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: