With the release of ARMS 3.10 many new features and fixes are delivered. Highlights include the generalization of the swaps to cater for mixing of legs, rfr-rates, amortization, mark-to-market resets, among other things. All modules have been enhanced and a...

The event will cover the most pressing issues facing the institutional trading community and provide a neutral platform for buy-side, sell-side, exchanges, vendors and regulators to share their ideas on how the community can continue to collaborate. Designed to appeal...

Read the full Press Release here Compiled by leading research analysis firm Chartis Research, the RiskTech100 list is generally regarded as the most comprehensive independent study of the major global players in risk and compliance technology. It aims to rank...

Today’s risk managers deal with unprecedented complexity and dynamism. Managing counterparty, credit and market risk relies on capturing, maintaining, and analyzing vast amounts of historic data, while simultaneously gaining real-time insight based on live feeds. Many institutions rely on legacy...

LONDON, Aug. 23, 2021 /PRNewswire/ -- kACE, a division of Fenics Software Limited, an entity within the BGC Partners, Inc. (NASDAQ: BGCP) ("BGC Partners," "BGC" or the "Company") group of companies, announced today the launch of its kACE Volatility Aggregator (kACE VA) application,...

Algorithmica has signed an agreement with FCG Fonder to implement both its vendor independent market data hub as well as its proven risk platform ARMS. In order to achieve operational excellence and cater for future demands in pricing illiquid instruments...

Algorithmica is pleased to announce the successful development into future risk-free-rates (RFR) regime for its products Quantlab and ARMS. It has been especially complex for the risk system ARMS, as it needs to handle legacy client transactions both left in...

We investigate three different Value-at-Risk models and their performance during the last year, including the Covid-19 turmoil. The financial industry uses value-at-risk models for many different purposes. It is commonly used for measurement of capital, fund exposures, and limiting trading...

The Heston model has been around for a good 25+ years.  Why would we add a this model to our library now? In recent time there has been some ground breaking research into numerical stability when calibrating models such as...

Algorithmica Research AB (“Algorithmica”), a software technology provider of risk management and quantitative financial analytical solutions for the financial services industry, today announces that is has been acquired by FCG Group. FCG, leading Northern European experts in Governance, Risk &...