Why Algosave ?

Our mission : transforming risk analytics into competitive edge for leading financial professionals

You are interested in ALGOSAVE solutions, download our one-pager of ALGOSAVE use-cases here.

You are a startup investor, download ALGOSAVE executive summary here.

We – at ALGOSAVE – strongly believe that the end of traditional financial models has been reached.

  • Their core assumptions of normally distributed returns and simple correlation structure repeatedly fail to integrate increasing complexity and repeatedly hide voracious risks behind those over-simplified representation of reality.
  • Hence – on a corporate scale – the repeated closure of numerous derivative desks on the grounds of mis-priced volatility.
  • Hence – on a gigantic scale – the 2008 sub-prime collapse the grounds of mis-priced volatility correlation.
  • While successive patches have been worked-out – for instance volatility skew – they all came too late and repeatedly failed investors, repeatedly failed risk managers, repeatedly failed regulators. Ultimately they repeatedly failed us all – the public – who has been left footing the bill.
  • Authors such as Pablo Triana – The Number that Killed us –  or Nassim Nicholas Taleb – the Black Swan – as well as regulators – with IFRS 9 and CECL – are ultimately fostering the use of new financial models, in order to  allow for better capital allocation thru better pricing and analysis of risk.

Therefore, ALGOSAVE is initiating a new valuation paradigm

  • Algosave is on a journey to offer all stakeholders in financial markets exactly that : powerful and reliable valuation models.
  • Not because traditional valuation models are old. But, because they are wrong.
  • ALGOSAVE FinTech helps you handle increasing complexity and work with rich, real-life universe of possible outcomes.

Download examples of ALGOSAVE deliverables here.

“By innovating and leveraging on how the credit risk of corporates is assessed in the asset management world, Algosave has succeeded in offering an original product, the CSF model, to banks in their search for compliance with IFRS 9. Moreover, by implementing the CSF model on the well-known and state-of-the-art AxiomSL platform, Algosave guarantees an efficient IT and systems support to its customers.”

Shlomo Cohen
Global Subject Matter

AxiomSL : Mr Shlomo Cohen – Global Subject Matter

“Working as a mentor with Algosave in their development phase, Barclays has found their model to be a really useful challenger model for our corporate IFRS9 impairment calculation methodology, during the process we have also identified further applications for their model in particular within our stress testing process.”

Tim Thompson
Head of Risk Analytics

Barclays Bank : Mr Tim Thompson – Head of Risk Analytics

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