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Algorithmics Treasury & Capital Markets from SS&C Technologies
Treasury risk management platform that provides market risk, credit risk, liquidity risk, ALM, and regulatory compliance. Offers stress testing, scenario analysis, and reporting capabilities for bank treasury departments.
Product analysis by function
Treasury Risk Systems for Treasury
Solutions for identifying, measuring, and managing various risks in treasury operations.
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Treasury Risk Management
(9 Yes /9 Known /12 Possible features)
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Interest Rate Risk Management Ability to measure and manage interest rate risk exposure across the balance sheet |
Product advertises comprehensive interest rate risk management across balance sheet and ALM. | |
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FX Risk Management Toolset for monitoring and hedging foreign exchange risk positions |
FX risk/hedging is a standard part of Algorithmics' risk analytics for treasury. | |
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Liquidity Risk Management Capabilities for forecasting and managing liquidity positions and compliance with liquidity coverage ratios |
Liquidity forecasting and management is promoted as a core product feature. | |
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Value at Risk (VaR) Calculation Statistical methodology to estimate potential losses over a specific time frame |
VaR calculation is a well-known Algorithmics market risk module. | |
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Stress Testing Ability to run various stress scenarios to assess portfolio resilience |
Stress testing is explicitly mentioned as a core offering. | |
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Sensitivity Analysis Tools to analyze how changes in rates and market conditions affect positions |
Scenario and sensitivity analyses are cited in marketing as part of analytics suite. | |
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ALM Integration Integration with Asset Liability Management (ALM) functions |
ALM integration is a specific product capability as per platform description. | |
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IRRBB Compliance Tools to ensure compliance with Interest Rate Risk in the Banking Book regulations |
Regulatory compliance including IRRBB is explicitly mentioned. | |
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Economic Capital Calculation Models to determine economic capital requirements for treasury activities |
Economic capital calculation is standard in multiple Algorithmics modules. | |
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Simulation Capability Number of Monte Carlo simulations supported for risk analysis |
No information available | |
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Risk Calculation Speed Speed at which the system can calculate complex risk metrics |
No information available | |
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Scenario Analysis Depth Maximum number of scenarios that can be run concurrently |
No information available |
Market Data Integration
(7 Yes /7 Known /12 Possible features)
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Real-time Market Data Ability to integrate live market data feeds |
Real-time data is supported—product integrates live market data feeds. | |
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Historical Data Retention Capacity to store and access historical market data |
Historical data retention is a standard feature (back-testing, scenario analysis). | |
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Yield Curve Construction Tools to build and maintain yield curves from market data |
Yield curve construction tools included for ALM and risk management modules. | |
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Market Data Validation Processes to validate incoming market data quality |
Market data validation and quality checks are listed as functionality offered. | |
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Multiple Data Vendor Support Ability to integrate with multiple market data providers |
Support for multiple data vendors (Bloomberg, Refinitiv) in product integrations. | |
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Custom Benchmark Creation Capability to create custom benchmarks for performance measurement |
No information available | |
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FX Rate Integration Automated import of foreign exchange rates |
No information available | |
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Market Data Caching System caches market data to improve performance |
Market data caching mentioned as part of performance optimization. | |
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Data Provider APIs Pre-built connectors to major data providers (Bloomberg, Refinitiv, etc.) |
APIs and pre-built connectors to data providers (Bloomberg, etc.) specifically referenced. | |
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Market Data Update Frequency How frequently market data can be refreshed |
No information available | |
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Historical Data Storage Amount of historical market data that can be stored |
No information available | |
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Data Quality Metrics Number of validation rules applied to incoming market data |
No information available |
Liquidity Management
(4 Yes /4 Known /12 Possible features)
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Liquidity Coverage Ratio (LCR) Calculation Automated calculation of regulatory LCR requirements |
Automated LCR calculation and regulatory liquidity management stated as features. | |
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Net Stable Funding Ratio (NSFR) Calculation Tools to calculate and monitor NSFR compliance |
NSFR analytics covered within liquidity compliance & reporting suite. | |
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Intraday Liquidity Monitoring Ability to track liquidity positions throughout the trading day |
No information available | |
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Cash Flow Forecasting Tools to project future cash flows across different time horizons |
Cash flow projections and liquidity forecasting explicitly mentioned. | |
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Collateral Management Features to track and optimize collateral usage |
No information available | |
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Funding Source Diversification Analysis Tools to analyze and optimize funding source diversity |
No information available | |
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Liquidity Stress Testing Specific stress testing scenarios for liquidity risk |
Liquidity stress testing scenarios supported natively. | |
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Contingency Funding Plan Support Features to develop and test contingency funding plans |
No information available | |
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Liquidity Transfer Pricing Mechanisms to allocate liquidity costs across business units |
No information available | |
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Liquidity Buffer Analysis Tools to analyze and optimize liquidity buffers |
No information available | |
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Forecast Horizon Maximum timeframe for liquidity forecasting |
No information available | |
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Liquidity Reporting Frequency How frequently liquidity reports can be generated |
No information available |
Trading and Positioning
(10 Yes /10 Known /12 Possible features)
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Money Market Trading Capabilities for trading money market instruments |
Money market instruments trading supported (see product trading capabilities). | |
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Fixed Income Trading Support for bond and other fixed income trading activities |
Fixed income trading and analytics covered by system. | |
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FX Trading Features for executing and managing foreign exchange trades |
FX trading execution and position management included. | |
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Derivatives Trading Support for interest rate swaps, futures, and other derivatives |
Derivatives trading (swaps, futures, options) included in risk/trading suite. | |
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Position Keeping Real-time tracking of treasury positions |
Real-time position keeping for treasury positions is a core feature. | |
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Trade Blotter Comprehensive view of all treasury trading activities |
Trade blotter functionality implied by consolidated trade & risk tracking. | |
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Profit and Loss Analysis Tools for analyzing P&L by product, desk, or trader |
Profit and loss analysis tools are part of risk & analytics suite. | |
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Trading Limits Monitoring Automated monitoring of position limits and trading authority |
Automated monitoring of trading/position limits included (risk control). | |
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Electronic Trading Integration Connections to electronic trading platforms and venues |
Electronic trading integration supported (connections to major platforms/venues). | |
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Order Management Tools for managing and tracking trade orders |
Order management features provided within the front office/trading suite. | |
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Trading Volume Capacity Maximum number of trades the system can process daily |
No information available | |
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Position Update Latency Speed at which positions are updated after trade execution |
No information available |
Portfolio Management
(10 Yes /10 Known /12 Possible features)
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Portfolio Structuring Tools to create and manage portfolio hierarchies |
Portfolio structuring (portfolio hierarchies, drill-downs) available. | |
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Multi-currency Support Ability to manage portfolios across different currencies |
Multi-currency support is standard (global treasury support). | |
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Benchmark Tracking Tools to measure performance against established benchmarks |
Benchmark tracking—performance analytics—are explicitly mentioned. | |
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What-if Analysis Capability to model hypothetical portfolio changes |
What-if/hypothetical scenario analysis supported throughout suite. | |
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Duration Management Tools to monitor and manage portfolio duration |
Portfolio duration analytics and duration management built-in. | |
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Yield Analysis Calculation of yields and yield spreads across portfolios |
Yield and yield spread analytics are available. | |
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Asset Allocation Optimization Models to optimize asset allocation within portfolios |
Asset allocation models and optimizations included in portfolio management. | |
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Portfolio Rebalancing Tools to identify and execute portfolio rebalancing |
Portfolio rebalancing workflows available. | |
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Performance Attribution Analysis of performance drivers within portfolios |
Performance attribution and analytics provided. | |
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Credit Risk Monitoring Tracking of credit exposures within investment portfolios |
Credit risk monitoring within portfolios is explicitly supported. | |
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Portfolio Count Capacity Maximum number of portfolios the system can manage |
No information available | |
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Rebalancing Frequency How often portfolio rebalancing can be executed |
No information available |
Regulatory Compliance
(7 Yes /7 Known /12 Possible features)
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Basel III Compliance Tools to ensure compliance with Basel III capital and liquidity requirements |
Basel III compliance automation and analytics clearly marketed. | |
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Stress Testing Framework Support for regulatory stress testing requirements |
Regulatory and internal stress testing frameworks are core modules. | |
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FRTB Compliance Features to support Fundamental Review of Trading Book regulations |
FRTB regulatory compliance tooling covered in risk/compliance suite. | |
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Regulatory Reporting Automated generation of regulatory reports |
Regulatory reporting automation is one of the listed main features. | |
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Audit Trails Comprehensive tracking of all system activities for audit purposes |
Audit trails (activity monitoring) provided as part of regulatory compliance. | |
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Regulatory Calculation Engine Specialized calculation engine for regulatory metrics |
Regulatory calculation engine included for capital, liquidity and market risk. | |
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Compliance Monitoring Dashboard Real-time monitoring of regulatory compliance status |
No information available | |
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Regulatory Update Management Process for incorporating regulatory changes into the system |
No information available | |
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Cross-border Compliance Support for regulations across multiple jurisdictions |
Global, multi-jurisdictional regulatory support is a frequent selling point. | |
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Regulatory Documentation Storage and management of compliance documentation |
No information available | |
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Reporting Templates Number of pre-built regulatory reporting templates |
No information available | |
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Regulatory Update Frequency How frequently regulatory calculation methodologies are updated |
No information available |
Integration and Architecture
(9 Yes /9 Known /13 Possible features)
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Core Banking Integration Ability to integrate with core banking platforms |
Integration with core banking platforms stated in documentation. | |
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API Availability Comprehensive API for integration with other systems |
Comprehensive APIs for integration highlighted. | |
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Real-time Processing Support for real-time data processing and analysis |
Real-time data processing highlighted throughout product technical documents. | |
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Cloud Deployment Option Availability of cloud-based deployment options |
Cloud option is standard for modern Algorithmics deployments. | |
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On-premise Deployment Option Availability of on-premise deployment options |
On-premise deployment offered as an alternative to cloud. | |
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Scalable Architecture Ability to scale with growing transaction volumes |
Scalable architecture described as supporting large banks and transaction volumes. | |
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High Availability Configuration Support for high-availability deployment to minimize downtime |
High-availability deployment referenced in sales and technical docs. | |
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Disaster Recovery Comprehensive disaster recovery capabilities |
Disaster recovery supported for business continuity. | |
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Multi-entity Support Ability to manage multiple legal entities on a single platform |
Multi-entity (multi-institution) support is documented. | |
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Integration Middleware Built-in middleware for easier system integration |
No information available | |
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Processing Capacity Maximum transaction processing capacity |
No information available | |
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API Request Capacity Maximum API requests supported |
No information available | |
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System Uptime Guaranteed system uptime percentage |
No information available |
Analytics and Reporting
(10 Yes /10 Known /12 Possible features)
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Standard Reports Library of pre-built treasury reports |
Standard reports library is referenced in feature lists. | |
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Custom Report Builder Tools to create custom reports without programming |
Custom report builder referenced as part of the offering. | |
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Interactive Dashboards Configurable dashboards for monitoring key metrics |
Interactive dashboards/scorecards are available in analytics suite. | |
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Data Visualization Tools Charts, graphs, and other visual analytics |
Visual analytics and data visualization tools are included. | |
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Scheduled Reporting Ability to schedule automated report generation and distribution |
Scheduled reporting/automated report distribution supported. | |
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Export Functionality Ability to export data to Excel, PDF, and other formats |
Report export to Excel, PDF, etc. is a standard feature. | |
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Historical Analysis Tools for analyzing historical trends and patterns |
Historical trend analysis is listed in product marketing material. | |
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Risk Analytics Specialized analytics for risk assessment |
Risk analytics for market, credit, liquidity are Algorithmics' primary competence. | |
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Management Information System Comprehensive MIS reporting for executive stakeholders |
Comprehensive management reporting for executive stakeholders. | |
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Data Drill-down Ability to drill down from summary to transaction-level detail |
Ability to drill down from summary to transaction level is built-in. | |
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Report Template Count Number of pre-built report templates |
No information available | |
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Reporting Performance Time to generate complex reports |
No information available |
Security and Access Control
(7 Yes /7 Known /12 Possible features)
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Role-based Access Control Granular access control based on user roles |
Role-based access control is a standard security feature. | |
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Multi-factor Authentication Support for additional authentication factors beyond passwords |
Multi-factor authentication available for user security. | |
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Approval Workflows Configurable approval processes for transactions and activities |
Configurable approval/authorization workflows are part of security controls. | |
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Segregation of Duties Enforcement of duty separation for risk reduction |
Segregation of duties is mentioned in compliance/security section. | |
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Activity Logging Comprehensive logging of all user activities |
Activity logging is a standard compliance capability. | |
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Encryption Data encryption both at rest and in transit |
Data encryption at rest and in transit are industry standard and specifically listed. | |
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Single Sign-On Support for enterprise single sign-on solutions |
Single sign-on supported (enterprise-readiness). | |
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IP Restrictions Ability to restrict access by IP address or range |
No information available | |
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Security Audit Reporting Reports on security events and potential issues |
No information available | |
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Data Loss Prevention Features to prevent unauthorized data exfiltration |
No information available | |
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Session Timeout Configurable session timeout period |
No information available | |
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Password Policy Strength Configurable password complexity requirements |
No information available |
User Experience and Support
(6 Yes /6 Known /12 Possible features)
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Intuitive User Interface Modern, easy-to-use interface design |
Modern, intuitive UI is demonstrated in vendor demo material and referenced in UX descriptions. | |
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Mobile Access Access to key functions via mobile devices |
No information available | |
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Workflow Customization Ability to customize system workflows |
Workflow customization supported for business process alignment. | |
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User Preference Saving System remembers individual user preferences |
No information available | |
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Training Materials Comprehensive documentation and training resources |
Training and documentation resources are available from SS&C. | |
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24/7 Support Around-the-clock technical support availability |
24/7 technical support is included for enterprise clientele. | |
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Regular Upgrades Scheduled system upgrades and enhancements |
Regular system upgrades are part of vendor support model. | |
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Sandbox Environment Test environment for exploring system features |
No information available | |
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User Community Active user community for knowledge sharing |
No information available | |
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Implementation Services Professional services for system implementation |
Implementation/professional services are provided by SS&C. | |
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Support Response Time Average time to respond to support requests |
No information available | |
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Upgrade Frequency Number of system upgrades per year |
No information available |
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