Description
IBM Algo Operational Risk Capital Modeling helps financial institutions allocate scarce resources and minimize potential exposures with a set of analytical tools to assess, simulate and quantify operational risk capital. It enables multiple methods of operational risk capital calculation, including the Basic Indicator Approach BIA, the Standardized Approach TSA and the Advanced Measurement Approach AMA. Featuring a robust Monte Carlo simulation engine, IBM Algo Operational Risk Capital Modeling offers numerous analytical tools, statistics and scaling features for more accurate operational risk capital calculations and improved business efficiency and performance across the enterprise.