News & Insights

Read about our products in the latest Risk Software Survey here

This thesis consists of two parts, one concerning implied volatility and one concerning local volatility.

A short presentation on the basic building blocks of creating forward curves after the credit crisis.

The insurance company has invested in the combined strengths of having both internal model simulation and standard SCR model in the same platform, running of the same position data.

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.

Together with a leading financial consulting firm, Algorithmica partnered to deliver an independent buy-out valuation for a portfolio of currency interest rate swaps held by a Nordic mid-sized mortgage bank.

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.

Uträknade exempel per den 2013-11-13 för samtliga swapkurvor. En not kring feltryck och fel i formeln för vissa valutor är bifogad sist i dokumentet.

Algorithmica Research AB and SEB Life recently rolled out a successful joint development project that extends Algorithmica’s risk management system.