Features & Benefits
FACT SHEETS & BROCHURES
Algo Risk Service brochure
Algo Risk Service fact sheet
Portfolio Construction and Risk Management for Fund Managers brochure
Algo Risk Service for Hedge Fund Administration Firms
Algo Risk Service for Prime Brokers
Algo Risk Service for Custodian Banks
Algo Risk for Hedge Funds fact sheet
Algo Risk for Insurance fact sheet
Optimization in Algo Risk fact sheet
Replicating Portfolios in Algo Risk fact sheet
Liability-Driven Investing in Algo Risk fact sheet
Algo FIRST for the Buy Side fact sheet
CASE STUDIES
Scotia Capital
Cannizaro
MAREX
RESEARCH PAPERS
Replicating Portfolios in Algo Risk,
Algorithmics Research Paper Series
The Cyclicality of Operational Risk: The Tracking Phenomenon,
Algorithmics Research Paper Series
Valuation of CDO-Squared,
Algorithmics Research Paper Series
Operational risk red flags: Lessons learned from ten hedge fund blow-ups,
Journal of Securities Operations & Custody
Optimising omega,
Risk magazine
Recursive valuation of Basket Default Swaps,
Journal of Computational Finance
A semi-analytical method for VaR and credit exposure analysis,
Annals of Operations Research
Techniques for Managing Tracking Error,
Portfolio Analysis
Loss in Translation,
Risk magazine
Modelling Stochastic Counterparty Credit Exposures for Derivatives Portfolios,
Counterparty Credit Risk Modelling
Cleaning a Passive Index,
Journal of Portfolio Management
Actively managing tracking error,
Journal of Asset Management
Willow Power: Optimizing Derivative Pricing Trees,
Algo Research Quarterly
A Framework for Scenario Generation,
Algo Research Quarterly
Calculating Quantile-based Risk Analytics with L-estimators,
Algo Research Quarterly
Smooth Interpolation of Zero Curves,
Algo Research Quarterly
Estimating the Parameters of the Generalized Lambda Distribution,
Algo Research Quarterly
NEWS FEATURES
February 2010 -
A rude awakening,
Buy-Side Technology
December 2009 -
Best buy-side risk/portfolio analytics product,
Buy-Side Technology
December 2009 -
Best overall buy-side product,
Buy-Side Technology
August 2009 -
Risk Managers Play Offense,
Insurance & Technology
July 2009 -
Hosted services roundtable,
Buy-Side Technology
March 2009 -
Algo banks on the buy side,
Buy-Side Technology
December 2008 -
Best buy-side risk/portfolio analytics product,
Buy-Side Technology
November 2008 -
Curse of the black swan,
Buy-Side Technology
November 2008 -
Hermes enters five-year partnership with Algorithmics,
Buy-Side Technology
September 2008 -
Danish asset manager rolls out Algo Risk Service,
Buy-Side Technology
September 2008 -
In Brief,
International Banking Systems
July 2008 -
Outside the comfort zone,
e-FOREX
April 2008 -
The Replication Game,
Life & Pensions
March 2008 -
Risk Assessment Panel Discussion,
Fund Alternatives Intelligence
February 2008 -
Testing Flexibility,
Buy-Side Technology
December 2007 -
Liquidity drought,
Buy-Side Technology
December 2007 -
Risk Technology Rankings 2007: Algorithmics holds dominant position,
Risk
April 2007 -
The Power of Scenarios,
The Hedge Fund Journal
March 2007 -
Algorithmics ready for market with new managed service,
Buy-Side Technology
December 2006 -
Risk Technology Rankings 2006: Race for the prize,
Risk
October 2006 -
A consistent framework for integrating assets and liabilities,
Life & Pensions
December 2005 -
Risk Technology Rankings 2005: Coping with complexity,
Risk
ALGO RISK SERVICE ANNOUNCEMENTS
December 17, 2009 -
Algorithmics to power Holland Park's risk advisory services
November 13, 2009 -
Algo Risk Service wins Product of the Year and Best Risk/Portfolio Analytics Product
July 13, 2009 -
July 13, 2009 - Algorithmics voted Best Risk Analytics Solution Provider in 2009 Waters Rankings
November 3, 2008 -
Algorithmics wins best buy-side risk/portfolio analytics product in the 2008 Buy-Side Technology Awards
October 13, 2008 -
Algorithmics signs Hermes and enters into development partnership
August 13, 2008 -
BlueCrest Capital Management L.P. goes live with Algorithmics for hedge fund risk management
July 7, 2008 -
BankInvest chooses Algorithmics' risk management and portfolio construction service
December 11, 2007 -
RenaissanceRe Chooses Algo Risk Service
October 18, 2007 -
Société Générale Securities Services chooses Algorithmics to help manage risk within its asset servicing offer dedicated to complex derivative products
August 22, 2007 -
Banca Esperia selects Algorithmics' portfolio construction and risk management service
February 15, 2007 -
Cannizaro Signs on to Algorithmics' Leading-Edge Managed Service Platform
October 19, 2006 -
Marex Financial Live with a Managed Risk Service Hosted by Algorithmics
September 12, 2006 -
TD Securities Prime Brokerage Now Live with a Managed Risk Service Hosted by Algorithmics
RELATED ALGORITHMICS PRESS RELEASES
September 24, 2009 -
Algorithmics awarded patent for loan valuation technology
August 3, 2009 -
Algorithmics introduces open and interoperable message exchange service
July 27, 2009 -
Algo FIRST database now recording more than one hedge fund fraud every day
May 13, 2009 -
Algorithmics and SecondFloor to provide replicating portfolio infrastructure for AEGON
May 7, 2009 -
Algorithmics advocates different metrics for different components of liquidity risk
April 14, 2009 -
Liquidity risk and the top 5 issues UK banks must take action on for FSA compliance
March 23, 2009 -
Algorithmics receives high honors in OpRisk & Compliance's 'Ten Years of Excellence' Awards
January 16, 2009 -
Algorithmics wins Risk Software Product of the Year Award
December 10, 2008 -
Algorithmics recognized in 2008 Risk Magazine Technology Rankings
December 1, 2008 -
Algorithmics releases new version of Algo FIRST
November 5, 2008 -
Algorithmics awarded patent for Dynamic Trading Strategies technology
September 11, 2008 -
Algorithmics awarded patent for innovative Generator Libraries
June 17, 2008 -
Life insurers face Solvency II challenge
June 5, 2008 -
Algorithmics wins Wholesale & Capital Markets Award for Risk Management
January 15, 2008 -
IBM and Algorithmics to build advanced risk management system for Guotai Junan Securities
December 18, 2007 -
Liquidity Risk Regulations: Establishing the Foundation for Globa? Collaboration
December 10, 2007 -
SecondFloor, Algorithmics and ING win prestigious ICT Innovation award
September 26, 2007 -
Sal. Oppenheim and Algorithmics enter joint venture
September 18, 2007 -
Solution for low default portfolios including hedge fund exposures
March 14, 2007 -
Algorithmics Awarded Patent for Innovative Portfolio Performance Measurement Methodology
PRESENTATIONS & DEMONSTRATIONS
Buy-Side Technology’s Hosted Service Roundtable
Video of Dr. Andy Aziz discussing the need for a holistic view of risk after the financial crisis
Pension Funds and the Evolution of Risk -
Webcast
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Presentation
Current Financial Crisis and the Use of VaR presentation
Madoff Scandal - Lessons Learned webcast
Video of Dr. Andy Aziz discussing lessons learned from the credit crunch
Algo Risk Service demo
The Integration of Risk Measurement and Portfolio Construction webcast
Portfolio Modeling Applications webcast