Arms

Phase one and two of the new initial margin rules for non-cleared derivatives transactions has been finalised and the global players are live. Now that phase three, encompassing mainly regional banks, is knocking on the door, September 2018 is very close indeed. When also phase four and five targeting buy-side...

For an overview presentation and a sneak-peek into the application suite itself, please view the attached pdf document or go to the youtube video home of ARMS application tutorials.[Link to pdf] and [Link to video] As Basel and EU are not yet on the same page as to how the...

Cumulative ARMS release notes from ver 3.3.1 to 3.3.7. The ARMS R&D department continues to deliver high quality performance enhancements and new features to the growing risk management platform. With this release, ARMS is shipped with many features that will make the users much more productive in their daily work. This...

To finalize a production version of ARMS for the new FRTB capital requirements calculation, a number of core technology components have been developed at the heart of the ARMS platform. Using the new infrastructure, high-performance risk calculations can be done using the standard ARMS risk platform without large upgrade and...

The service initially targets small to medium size funds and hedge funds that currently do not have sufficient in-house IT resources, and have the need for full-scale risk- and performance calculation capabilities. Algorithmica is establishing a risk service API for the use within other service provider's offerings using the same...

Read about our products in the latest Risk Software Survey here

Large Nordic bank and insurance company go live with ARMS A large conglomerate bank and insurance company recently went live with ARMS for Solvency II internal model and daily risk compliance of asset management mandates. Great efforts have been made to accommodate the massive scale simulations performed for ALM analysis...

Stockholm, 15th January 2014. Algorithmica Research AB and FCG – The Financial Compliance Group AB are pleased to announce that FCG’s risk and compliance services offering will be based on Algorithmica’s ARMS and Quantlab system platform for financial analytics, market risk and compliance reporting. The system set-up will also include...

Stockholm, SWEDEN, November, 2013 – Algorithmica Research AB and SEB Life recently rolled out a successful joint development project that extends Algorithmica’s risk management system to include calculation of the new Solvency II SCR modules for market risk and counterparty risk. By extending the ARMS system, with standardized reporting metrics,...

ARMS release 3.1 now availableIn the latest release of Algorithmica Risk Management System, a number of enhancements are available. Instrument coverage has been further developed with instruments such as: Equity Basket ETFEquity Option with Double BarrierFX Option with Double BarrierFX Asian OptionEquity Variance SwapCallable Bond familyBermudan Swaption familyConstant Maturity Swap...