Resources
Download our latest APT brochures, whitepapers and reports and see our latest webinars and videos:
Client Case Studies
Gulfmena: Flexible Solutions as the Building Blocks of a Business
When Dubai-based start up Gulfmena Alternative Investments began a selection process for a system to support their first fund, they were quite clear on their objective. Learn how Gulfmena selected Sungard's APT and Asset Arena Investment Management to to support Gulfmena’s first fund and meet the expectations of all stakeholders.
Case Study: PNC Asset Management Group Achieves A Clear Perspective On Risk and Return with SunGard's APT
PNC wanted a more robust capability to manage risk across the complete investment process. Consequently, PNC set out to find a factor model based solution that could meet their portfolio risk and asset allocation needs of today and tomorrow.
Webinars & Podcasts
2012 Buy-side Market Risk Management Trends Webinar
Please join our experts as they analyze the 2012 Buy-Side Market Risk Management Trends Report and its key findings:
- The top three risk management challenges
- The fastest growing asset classes and investment strategies
- The changing role and importance of risk management
Dr. Laurence Wormald, SunGard APT's head of research, and Philip Lawton, senior analyst on Aite Group's Institutional Securities & Investments team, will provide insight, interpretation and different industry perspectives.
Preparing For the Worst: Managing Risk In Light Of A Troubled Eurozone
Since the Greek crisis triggered the current atmosphere of instability in the Eurozone, market commentators have been speculating whether the death knell is about to ring for the Euro currency. Investors are now asking:
"What are the economic effects of individual countries leaving the Euro - and how will stocks in my portfolio be affected if the Eurozone ceases to exist altogether?"
Risk and Liability Driven Investing: An Integrated Framework for Managing Pension Risk
Liability Driven Investment (LDI) has never been more topical among asset managers looking to attract institutional defined benefit pension fund money. SunGard APT's experts explain how to manage risk and improve asset allocation when your investment objective is to match or outperform current and future pension fund liabilities and cashflows.
Multi-Asset Class Risk: Discover Commodities & Equity Risk In Your Portfolio
SunGard APT's experts discuss the portfolio risks your equity factor model is not showing you. Using the example of commodities, we demonstrate how to identify systematic risk factors outside your asset class that may affect your portfolio risk. Dr. Laurence Wormald, SunGard APT's head of research, and Brad Bradley, senior analyst at SunGard, will join forces on this webinar to present both the theoretical and methodological background and the practical implications for your portfolio.
Reverse Stress Testing: Staring into the Abyss
Dr. Laurence Wormald, Head of Research at SunGard APT, presents the latest research and insights on the new reverse stress-testing approach that enables firms to identify worst case scenarios for their portfolios, and explains how this approach complements your regular stress testing and scenario analysis regime.
Joint NASDAQ OMX/SunGard APT Webinar: How to Manage Green Portfolio Risk and Return
Our expert speakers John Jacobs, Executive Vice President at NASDAQ OMX, and Dr. Laurence Wormald, Head of Research at SunGard APT, discuss how fund managers can assess the real opportunity in the growing Green investment market.
How to Invest More Effectively Using Risk Models: Daily Risk Models and Multi-Asset Class Models
Dr. Laurence Wormald, Head of Research at SunGard APT, presents the latest research and insights on the new generation of risk models and how they can be used to make you more effective as an investor.
Modeling Volatility: A Study of APT Risk Models' Performance Amidst Extraordinary Market Turmoil
It’s no secret that volatility sharply increased towards the latter end of 2008, producing significant systematic risk – how did your risk models handle 2008’s highest highs and more extreme lows?
Robust Optimization
Dr. Laurence Wormald, Head of Research at SunGard APT, discusses the benefits of robust optimization with APT. Robust Optimization refers to a new set of features designed to make portfolio optimization much more useful and reliable for investment managers.
Scenario Analysis: Lessons from History?
The collapse of Wall Street powerhouses Bear Stearns and Lehman Brothers are widely acknowledged to be seminal moments of the current credit crunch, with huge effect on portfolio risk. But what are the lessons for today, now that the financial sector has changed so dramatically?
Whitepapers and Reports
2012 Buy-side Market Risk Management Trends: A SunGard APT and PRMIA Report
Our study surveyed buy-side risk managers, regulators and risk consultants to identify key 2012 risk management trends and challenges. Some of the key findings of the survey include:
- The top three risk management challenges
- The fastest growing asset classes
- Investment strategies which will see an increase in assets
- The changing role and importance of risk management
- Which regulation will shape 2012 risk management practices
- The single most positive developments for risk management in your organization
Building a Multi-Asset Class Risk Model: The Commodities Example
In a poll conducted by Barclays Capital, nearly two thirds of institutional investors indicated a desire to increase their exposure to commodities in an effort to generate increased alpha. At the same time, investors are looking to manage risk by diversifying their portfolios. With this increased focus on multi-asset class investments, investment managers are turning to multi-asset class risk models to ensure they understand all investment-related risks at all times and avoid taking more risk than they budgeted for.
The Advantages of Factor Model-Based Risk Management Compared To The Historical Simulation Approach
Investment firms currently face a choice of approaches for risk management. For many who try to model market risk, it comes down to evaluating a factor model-based solution versus a simulation approach. So what is best practice in risk management?
How to Invest More Effectively Using Daily Risk Models: The APT Daily Global Model
Daily risk models offer many benefits, but also offer challenges, e.g. the asynchronous nature of closing prices across markets. In this document, we describe the construction of the APT daily model and the calculation of a correction, based on observed systematic serial correlations, to account for the higher correlations observed across markets in lower-periodicity data.
Increasing Transparency with Scenario Analysis - The Third Pillar of Risk Management
Read this whitepaper by SunGard APT on the importance of Scenario Analysis to the investment management industry.
Modeling the Volatility of Equities Markets in 2008
The volatility of most equities markets increased very sharply during 2008, especially since the beginning of September 2008. In this whitepaper we consider how SunGard APT's risk models performed since the beginning of 2008, focusing on the concepts of responsiveness and robustness.
AITE Report: RISK Is Not Just A Four-Letter Word, Buy-Side Multi-Asset Class Risk Analytics
Read Aite Group's latest research into Buy-Side Risk Analytics providers, featuring SunGard APT.
Risk Analytics Reports
Regional Risk Reports: MENA and Kingdom of Saudi Arabia
As turmoil spreads in the Middle East and North Africa (MENA) region, investors are becoming more concerned about the level of risk of investments in this area. Using SunGard's APT, the factor-based risk solution, to analyse the Kingdom of Saudi Arabia (KSA) and MENA markets, we can provide this cutting edge risk analysis to help fund managers easily understand their exposures to risk and the potential to maximise return.
Access Risk Reports Now
APT offers first risk analytics reports on NASDAQ OMX indexes. Updated weekly!
Brochures
APT Overview
SunGard APT delivers risk reporting and portfolio construction for more than 200 asset managers, hedge funds, private banks, prime brokers, pension funds, fund of funds, wealth management groups, consultants, administrators and custodians globally. APT models cover 300,000 equities, bonds, currencies, indexes, commodities, funds and other assets including specialist regional models.
The APT World Hedge Funds Model: A Vital Tool for Fund of Hedge Fund Managers
Risk analysis of hedge funds can be a very complicated business. The World Hedge Funds risk management tool from SunGard’s APT incorporates a sophisticated model which has been developed specifically to help fund of hedge fund managers to monitor and manage the risk across all their investments, as well as to identify true alpha from systematic beta when evaluating any individual hedge fund or fund of funds.
APT for Solvency II and Economic Scenario Generation (ESG)
SunGard APT helps insurers effectively manage your investment risk, monitor its implications for economic capital calculation and report it internally and externally.
Books
Optimizing Optimization
This book features a chapter on Robust Portfolio Optimization co-written by Dr. Laurence Wormald, Head of Research at SunGard APT. Receive 20% discount on your order.
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