About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Blogs

SunGard’s Adaptiv Analytics Increases Speed Sixfold to Support Latest Industry Risk Requirements

Subscribe to our newsletter

SunGard has released a new version of its risk analytics engine, Adaptiv Analytics, that provides improved performance to help customers manage developments in Credit Value Adjustment (CVA) and around regulations such as Basel III capital requirements.

Adaptiv helps customers accurately calculate the cost of credit so that traders can correctly price new business while maximising opportunities. It helps customers quickly and efficiently handle computationally-intensive calculations for active CVA management and new regulatory stress test requirements. As credit risk management increases in priority to senior management, Adaptiv also helps increase the transparency of counterparty credit risk.

Tests demonstrate that Adaptiv Analytics now performs over 6 times faster than previous releases for a benchmark portfolio. This increase in performance means that a calculation will run in the same time with only 16% of the hardware required previously, helping reduce hardware costs associated with expensive simulation calculations. Adaptiv Analytics’ fast and accurate calculations help give customers a more precise reflection and allocation of their credit risk.

Mat Newman, head of product management for Adaptiv in SunGard’s position, risk and operations business, said, “Adaptiv Analytics helps customers manage the increased volumes and complexity of calculations that are now required to perform pricing and risk management, such as CVA, incremental risk charge and potential future exposure calculations. This innovation is part of our ongoing program of technology optimization.”

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: Navigating a Complex World: Best Data Practices in Sanctions Screening

As rising geopolitical uncertainty prompts an intensification in the complexity and volume of global economic and financial sanctions, banks and financial institutions are faced with a daunting set of new compliance challenges. The risk of inadvertently engaging with sanctioned securities has never been higher and the penalties for doing so are harsh. Traditional sanctions screening...

BLOG

12 Companies Bridging Agentic AI and Data Management in Capital Markets

The friction inherent in mobilising data is a perennial problem for financial institutions, who have spent the last decade perfecting the passive data stack – investing heavily in cloud warehouses, governance frameworks and ETL pipelines designed to move data for human consumption. However, the operational reality remains plagued by manual intervention. Recent developments in agentic...

EVENT

Buy AND Build: The Future of Capital Markets Technology

Buy AND Build: The Future of Capital Markets Technology London examines the latest changes and innovations in trading technology and explores how technology is being deployed to create an edge in sell side and buy side capital markets financial institutions.

GUIDE

Practical Applications of the Global LEI – Client On-Boarding and Beyond

The time for talking is over. The time for action is now. A bit melodramatic, perhaps, but given last month’s official launch of the global legal entity identifier (LEI) standard, practitioners are rolling up their sleeves and getting on with figuring out how to incorporate the new identifier into their customer and entity data infrastructures....