News

Algorithmica becomes part of FCG Group
2020-06-03
Algorithmica Research AB (“Algorithmica”), a software technology provider of risk management and quantitative financial analytical solutions for the financial services industry, today announces that is has been acquired by FCG Group. FCG, leading Northern European experts in Governance, Risk &...

Successful FRTB implementation at leading Nordic investment bank
2020-05-20
Arms
As the deadline for reporting of SA-FRTB is nearing, Algorithmica is pleased to announce yet another successful implementation project of its multi-functional risk management platform ARMS, and more specifically the SA-FRTB set of sensitivity and aggregation metrics needed for the...

SEB selects IRRBB solution from Algorithmica
2020-03-27
Arms
SEB has selected an IRRBB risk and planning solution from Algorithmica Research for its regulatory and internal IRRBB risk control needs. The IRRBB solution will be capable of delivering all standardised EBA stress tests pre-configured, with a range of modeling...

Build RESTful API back-ends using Quantlab
2020-02-06
Quantlab
With the release of the http/https protocol support in Qlang, a server component is just as easy to build as any Quantlab workspace. As any built-in Quantlab function from the core libraries or the financial libraries can be accessed, and disclose its parameters and settings to the web designer, web...

Algorithmica announces new customers
2020-02-01
Quantlab
Algorithmica is pleased to announce some new and important customer cases for 2019 and beginning of 2020. 2019 was another year marked by heavy investing in underlying technical infrastructure and regulatory driven software development. Honorable mentions include; New server architecture, Python integration, New Editor and Debugger environment, the IRRBB module...

Release of new Code Editor and Debugger
2019-11-18
Quantlab
As of Quantlab version 3.1.2042, the code editor and debugger is brand new. It comes as a detached window environment, but integrates with the workspace in the same way as the old version. Major improvements in user experience, such as...

Quantlab release with more Python support
2019-09-12
Quantlab
For Python users calling Qlang libraries, a suite of new export functions enable an even richer user experience from Python. Runs using Quantlab version 3.1.2024 and thereafter. For more information about using Qlang from Python, please ask for the new Quantlab api documentation and view the youtube tutorials online in...

Major ARMS release – version 3.6
2019-06-07
Arms
With the 3.6 release of the ARMS platform, the module for Interest Rate Risk in the Banking Book (IRRBB) will be available to current and new clients. Using the speed and memory efficient cash-flow engine, the module will provide standardized stress regulatory reporting for the risk department. Using the flexible...

Pilot on fund liquidity reporting now live at Lannebo Fonder
2019-03-01
As both AIF:s and UCIT:s funds now must report a liquidity ladder on a quarterly basis to the national competent authority, a number of problems needs to be addressed. What assumptions are needed to assess the number of days it takes to sell a position? How do you handle non-frequent...

A comment on Basel proposal for FRTB PnL backtesting and attribution
2019-01-16
The old version of the PnL attribution test has rightfully been criticised for being overly punitive. Mainly because it could not handle well-hedged trading books, as the divisor in the test metric could be close to zero, exploding the scaled variance. In the latest revision of the rules, a more...