Improve risk culture with APT integrated risk management

Innovative technology plus risk management expertise

As asset managers respond to client demands for more innovative investment products and strategies, sound risk management has risen to the fore—today, risk professionals are increasingly an integral part of the portfolio construction process, responsible not only for the monitoring of risk, but also for aiding investment managers in the search for higher returns.

The key challenge for risk managers, then, is to provide fund management with a much broader view of macro and systemic risk, using tools, services and solutions that facilitate proper engagement with the front office while also satisfying fund compliance and reporting needs. These include granular risk and regulatory reports, asset-allocation tools, “what-if” scenario analysis functionality as well as pre-trade capabilities.

Gain an enterprise-wide view of risk

SunGard APT’s highly flexible risk management solution utilizes innovative technology that allows asset managers, pension funds, hedge funds, private banks, wealth management groups and other buy-side firms to improve their risk culture and effectively monitor and manage their risk, particularly when exploring alternative, emerging or other higher-yielding investment opportunities. APT’s fully integrated reporting solution, with interactive dashboards and customizable scenario-analysis models covers a wide range of asset types including equities, bonds, currencies, commodities and global indices, allowing firms to achieve a more holistic approach to risk management that can pave the way for enhanced risk-adjusted returns.

APT offers complementary risk management solutions for buy-side firms:

  • APT Enterprise provides risk visualization across the firm and for automated reporting at high volumes, available as a managed service that includes data management
  • The APT Desktop Suite including APT Pro provides highly interactive risk analysis, pre-trade analytics, and for portfolio construction including optimization

The APT approach: the four pillars of risk management.

APT helps investment firms to manage their risk with models and reporting that include:

  • Key risk measures such as portfolio tracking error, value at risk and volatility
  • Risk attribution to enable customers to identify the underlying factors that are driving each risk measure and how individual positions or trades contribute to the total portfolio risk measure
  • Scenario analysis for a variety of ‘what-ifs’ based on historical and predicted market movements
  • Front office analytics such as an optimizer, calculation of exposure risk measures (“greeks”), derivatives valuation, pre-trade simulation and other portfolio construction tools
Features
  • Single platform, multi-asset class risk solution
  • Integrated front-to-back-office risk tools for improved firm-wide transparency
  • Scalable, innovative technology to suit a firms growth
  • Interactive dashboards with data visualization
  • Mapping of securities and portfolios
  • Data exception management and enrichment
  • Report monitoring and analytical verification
  • Workflow tools for automating large-scale risk reporting requirements
  • Managed service with risk calculation/performance analytics, customized investor, regulator and enterprise-wide reports
  • Ability to sync APT Enterprise with APT’s Pro desktop application to provide fund and risk managers shared access to portfolio-risk analysis, stress testing and other integral data
Benefits
  • Comprehensive managed service offering – covers complex set of reports
  • Broader view of multi-asset class risk factors, including coverage of illiquid/unlisted asset types Enhances investment management strategy
  • Advanced modeling techniques including ‘what-if’ scenario analysis/stress testing boosts investment decision-making capabilities while promoting alpha generation
  • Fully automated, customizable and granular risk reports delivered to fund managers on time/as needed
  • Accommodation for a broad range of investment strategies from traditional to alternatives including global macro, long-short, convertible arbitrage
  • Multi-asset class risk factors covering global macro, long-short, convertible arbitrage, illiquid/unlisted asset types
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