Westin Times Square, New York
3 November, 2008 (5-7pm EST)
APT provides investors with statistical market risk models, performance & risk analytics, and portfolio optimization & construction tools.
Risk profiles for 300,000 equities, bonds, currencies, indexes, funds, commodities and unlimited futures, options & user-defined securities – updated daily, weekly and monthly.
Integrated multi-factor models – robust, statistical components combined with intuitive factors such as country, currency, sector, and style factors, as well as economic, fundamental and user- defined factors.
Desktop application software, ASP reporting, MS Excel Add-ins and COM/XML programming libraries, delivered as a modular, open system.
Professionally supported from New York, London, Paris, Milan, Sydney, Johannesburg, Frankfurt & Seoul.
Unrivalled accuracy, power and flexibility for market and credit risk.
APT Risk Model and Portfolio Analytics Solutions - for Asset Managers
Integrated multi-factor risk models for equities, bonds, & funds-of-funds.
Tracking error forecasts, risk attribution, beta analysis. Portfolio construction tools.
Widest security coverage & broad range of intuitive factors; country, currency, sector, style, economic, statistical & user-defined.
Tax-efficient portfolio optimization & 10/40 UCITS constraints supported.
Specialized Hedge Fund Risk Models and Analysis - for Hedge Funds
Statistical risk models & hedging tools for equities, corporate bonds, convertibles, CDSs, futures, ETFs, options, etc.
Short-term volatility models. Specialised tools for absolute return strategies; equity long-short, stat arb, pairs, vol arb, merger arb, event arb, & others.
Automatic daily risk reports, real-time Excel add-ins, & interactive, multi-trader, multi-book, Drill-Down & Hedge™ tools.
Integrated with popular trade and portfolio management systems.
Scalable Portfolio Analytics Solutions supported by multi-asset Risk Models - for Enterprise Risk
Total Plan Risk forecasts. Daily risk updates. Robust, theory-based risk models profiling all asset classes, in real time.
Any aggregation or segmentation, & cross platform. Normal & non-normal market distributions for everyday and extreme events, including Scenario Analysis.
Integrates with asset managers' and traders' risk and portfolio management systems.
Rapid rollout, low implementation cost, flexible billing.
Comprehensive global asset coverage with programmatic or GUI interface to add user-defined securities or composites.
Web-based Portfolio Analytics Solutions and APT Risk Models - for Pension Funds
Intuitive reports of traditional fundamental measures integrated with model-based risk analytics & value-added functions.
Portfolio overviews & drill-down to the security level.
Theoretically sound, not 'data mining'. Automatic.
High quality, dedicated technical support.
Flexible APT Risk Models plus Portfolio Research, Analysis and Revision - for Brokers/Dealers
Statistical risk models for internal use.
Customisable multi-factor models for automatic client reports.
Real-time risk model updates for best margin setting, specialised brokerage tools for basket bidding, hedging option books, non-linear transaction costs.