Real-time analysis with ARMS FRTB
The biggest upheaval of trading book market risk capital measurement for decades.
FRTB regulations require complex calculations to be performed for both standardised and internal models. Performance requirements of those calculations are also more demanding in terms of the number of valuations required and critically the volume of data being analysed.
Market data management is demanding under FRTB. An increase in the number of risk factors that need to be managed and a greater focus on the quality of data, means that firms may need to consider the suitability of current systems.
Firms that rely on legacy systems risk inaccurate reporting, which could negatively impact relationships with regulators and damage the profitability of the trading business, particularly if the front-office and risk reporting are not aligned.
Learn more about Algorithmica’s FRTB solution here:
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Trusted by top-tier global institutions, Algorithmica’s ARMS FRTB provides the answer: a unique, modular solution that can replace legacy systems or complement and augment existing risk systems.
ARMS FRTB combines the ease of use of a turnkey system, with the functionality of an in-house solution, Algorithmica offers a lower total cost of ownership and provides your team with the tools to improve profitability.
Global banks, asset managers and hedge funds trust Algorithmica to run sophisticated risk, analytics and data management solutions. ARMS FRTB is in production at many European banks today.
ARMS RiskEye: Unmatched flexibility
ARMS FRTB is a component of Algorithmica’s market leading risk management solution ARMS RiskEye. ARMS RiskEye solves the central challenges facing risk managers today, real-time analysis of risk by any chosen dimension. The solution architecture delivers high performance, even on modest hardware platforms, with powerful data management and fast FRTB calculation.
ARMS RiskEye is a modern, highly flexible solution that enables managers and institutions to gain competitive advantage, enhance decision making, and improve risk management.
The light-weight user interface and comprehensive API capabilities offer easy integration and extension, able to handle new regulations and business requirements.
Algorithmica’s team consists of leading experts in quantitative finance and analytics, data management and software development. Algorithmica delivers its technology and domain expertise to many of Europe’s largest financial institutions.
Algorithmica, an Advisense company, has a presence in Stockholm (HQ), Copenhagen, Oslo, Helsinki, London and Frankfurt.
Advisense is a leading governance, risk and compliance powerhouse, offering best-in-class services and tech solutions to the European industry.
Algorithmica is a proud sponsor of the next generation of quantitative finance experts and their academic activity.