Measure and optimize market risk management across the enterprise.

Algo Market Risk is a scenario-based solution that helps measure and manage market risk. Its Monte Carlo simulations of mark-to-market valuations allow banks and financial institutions to significantly reduce regulatory capital requirements and helps increase their return on capital.

Algo Market Risk features include:

Proven, advanced analytics and risk reporting

Comprehensive instrument coverage

Scenario-based portfolio optimization

Advanced computational speed

Customizable and scalable analytics

Algo Market Risk resources

Algo Market Risk

IBM Software Subscription and Support is included in the product price for the first year

Not available to purchase online. Other ways to purchase or learn more.

Contact IBM


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