Risk Reporting

Another key element of the APT offering is Risk Reporting, which is provided through the APT Risk Reporter product; a solution for risk analysis and multi-asset class risk reporting. APT customers can produce any number of reports, including off-the-shelf and tailored. Customers run these reports at whatever frequency they desire - some hedge funds require them intra-day while some pension funds need only quarterly reporting. Utilizing a flexible open interface that defines users required input, APT Risk Reporter produces reports in a wide range of formats such as XML, PDF, Excel.

Features

  • Supports a wide range of APT analytics including factor based analysis, position based analysis, Monte Carlo VaR, incremental VaR, styles analysis and risk budgeting 
  • Supports a flexible framework for defining portfolio compositions
  • Ability to run batch presentation-quality reports for customers to distribute to their own customers

Benefits

  • Information used to generate scheduled risk reporting can be integrated with APT's tools for interactive risk analysis and portfolio construction
  • APT Risk Reporter produces reports in a wide range of formats such as XML, PDF, Excel
  • Customers can run reports at whatever frequency they require