Enterprise Risk - APT Risk Model & Portfolio Analytics Solutions
APT's statistical risk models are perfect for measuring enterprise risk - built from the cleanest sources of market data, modelled with theory-based, objective methods, and offering the widest global security coverage, APT's risk models deliver unbeatable risk and volatility forecasts.
When measuring total plan risk, there are a few critical requirements: coverage of all your instruments, a risk model which is robust against market shocks, and reports that make sense to all users.
APT constructs coherent risk models for all asset classes - over 200,000 equities, bonds, currencies, funds, indexes and many more financial products based on them including futures, options, convertibles, credit default swaps, & ETFs are pre-computed - and Open System tools are provided to add any number and almost any kind of additional securities. The models are consistently unified so all asset classes are defined within one risk model, rather than having multiple models connected to each other using ad hoc approaches.
Because APT's risk models are based on the Arbitrage Pricing Theory (not theory-less, regression-based, over-calibrated data mining), market prices (not company fundamentals or other non-traded series), and objective statistical factor estimation methods (not pre-specified factors), they remain accurate under changing market conditions, take into account as much information as possible, and are not subject to the changing trends of model building.
By integrating APT's highly accurate statistical components with a wide range of explanatory factors - including currency, country, sector and style factors, as well as economic, interest-rate, and user-defined factors - reports are available which attribute risk in each popular format, aggregating or segmenting company holdings in any way and so satisfying all types of user simultaneously.
A comprehensive range of standard and value-added analytics can be deployed in various ways, with less effort than is typical for firm-wide risk systems, including desktop applications for risk managers, Excel add-ins for traders, and COM libraries for integrating with company information systems.
The risk analytics have low computational requirements, and whole enterprises can have near realtime risk updates on modest hardware. For details of the analytics available within the total risk libraries, see the APT Analytics pages.
The risk models can use normal or other non-normal market distributions, including APT's popular TaR™ model. Historical and user-defined scenarios can be overlaid on the risk model to extend robustness and extreme-event planning even further. Model updates are computed weekly by APT and can be further updated daily or more frequently on site.
User and developer support is available globally from 9 offices.
In these cost-conscious times, APT offers an effective enterprise risk system which can be scaled up at your own pace from single user, through department, to firm- and enterprise-wide market risk & credit risk monitoring.
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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