Compliance Solutions - APT Risk Model & Portfolio Analytics Solutions
APT's suite of risk analysis tools are perfectly suited for regulation compliance and risk measurement.
New regulatory directives, (for example the SEC and UCITS III implementations by the FSA and Bafin) have given greater freedom for the increased use of derivatives by fund managers, but at the same time put a greater requirement on compliance and risk officers to monitor the risk of positions within the funds under their supervision. APT's risk models and software can be used as the risk engine within an internal compliance solution; through APT Raptor (APT's web based compliance solution) or through RiskComply™, a web based full service compliance solution (a joint venture between APT, S&P and Aquin).
Within RiskComply™ compliance is monitored through rule based systems; controlled by Lawcards™ which are tailored towards a specific territory's regulations. Compliance is checked against these rules using APT's risk model and fund managers and risk teams can then be alerted to funds that are in violation of specific rules or close to violations.
A full compliance solution requires:
- The specific regulations to be adhered to in the territory.
- A capable risk solution.
- A rules system that is capable of monitoring portfolios for compliance and alerting when a violation has occurred.
- The reference data.
APT's risk tools and models can be easily integrated into such a solution using the developer's toolkit. This is a scalable set of development tools that can be 'plugged in' to any solution providing a risk engine for the overall system.
APT's risk models and analysis tools are capable of measuring the risk of complex instruments within a multi-asset class environment to the standards required by regulators. APT's analytics are driven by proven statistical models and give sophisticated modelling of derivatives and necessary risk analytics for compliance.
In particular APT provides Monte Carlo VaR over any time horizon or confidence level and full stress testing capabilities. These techniques cover all instruments types supported in APT.
Take a look at what other software, risk models and portfolio analytics are available, or contact APT for a presentation, demonstration and example risk report for your fund or book.
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