Algo enhances real-time risk offering

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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

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