Algo Operational Risk Capital Modeling

Enabling more consistent, comprehensive and accurate operational risk capital calculations

IBM® Algo® Operational Risk Capital Modeling helps financial institutions allocate scarce resources and minimize potential exposures with a set of analytical tools to assess, simulate and quantify operational risk capital. It enables multiple methods of operational risk capital calculation, including the Basic Indicator Approach (BIA), the Standardized Approach (TSA) and the Advanced Measurement Approach (AMA). Featuring a robust Monte Carlo simulation engine, IBM Algo Operational Risk Capital Modeling offers numerous analytical tools, statistics and scaling features for more accurate operational risk capital calculations and improved business efficiency and performance across the enterprise.

Enables Basic Indicator and Standardized Approaches

Offers the Advanced Measurement Approach

Offers robust data analysis capabilities

Provides a Monte Carlo simulation engine

A Model Approach: Examining Operational Risk Capital Modelling

Algo Operational Risk Capital Modeling

Enabling more consistent, comprehensive and accurate operational risk capital calculations

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A Model Approach: Examining Operational Risk Capital Modelling