Algorithmics’ Cagan Talks up the Trend Towards a More Balanced Approach to Risk Modelling
09 Feb 2010
Following on from the signing of its first client of 2010 for its Algo First solution earlier this month, Algorithmics is counting on the move from a pure quantitative approach to risk to spur on further client interest this year. Firms are gradually moving towards more of a balanced quantitative and qualitative approach to risk, especially as a result of new regulations in this space, explains Penny Cagan, managing director of credit and operational risk content at Algorithmics, to A-Team Insight.
You must login and be a subscriber to see the rest of this article.

















