APT Risk Reporter

By: Apt  06-Dec-2011
Keywords: Risk Management, Risk Analysis

APT Risk Reporter supports a workflow that helps integrate back-office risk reporting with middle- and front-office portfolio and risk management functions within a single framework. Information used to generate scheduled risk reporting can be integrated with APT's tools for interactive risk analysis and portfolio construction.


Risk Analytics
APT Risk Reporter combines simulation based techniques for VaR calculations on complex portfolios with a factor based approach for detailed risk attribution, all within a single framework. APT Risk Reporter supports a wide range of APT analytics, including factor based analysis, position based analysis, Monte Carlo VaR, incremental VaR, styles analysis and risk budgeting.

Scenario Analysis
Users can define either their own scenarios based upon shocks to explanatory factors or can take historical scenarios and apply them in a forward looking fashion.

Asset Coverage
APT Risk Reporter supports a range of asset classes covering equity, fixed income, funds, fx, real estate, commodities and CDS's. Coverage within each of these asset classes is excellent. APT Risk Reporter also supports import of OTC and non-linear like instruments through an interface that supports multiple input formats.

Portfolio Structure
APT Risk Reporter supports a flexible framework for defining portfolio compositions. Customers can define compositions including funds of funds with and without look-through overlays and general portfolios consisting of multiple hierarchies. Benchmarks can be applied at any level within these hierarchies.

Customizable Reports
APT Risk Reporter is delivered with a wide range of reports. These can be customized to reflect branding, analytic coverage and presentation requirements.

Keywords: Risk Analysis, Risk Management

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