APT Risk Models
APT provides statistical market risk models, performance and risk analytics, portfolio optimization tools and consulting services for the international investment management industry. APT’s products facilitate understanding of market, credit and liquidity risks. They allow for portfolio construction, performance analysis and risk decomposition of investments including: equities, bonds, currencies, real estate, mutual funds, hedge funds and derivative instruments.
Features
- Provides statistical market risk models, performance and risk analytics, portfolio optimization tools and consulting services
- Includes analytics to help facilitate the measurement and forecast of risk, portfolio construction/optimization and regulatory compliance
- Based on Arbitrage Pricing Theory using scrutinized data
- Account for occurrences such as corporate actions, recent issues and mergers/acquisitions
- Available within APT provided desktop and Web-based applications
Benefits
- Helps enable statistical understanding of risk associated with any asset class traded on any global exchange
- Allows users to accurately forecast risk in a high volume, short positioned, highly leveraged environment
- Utilizes real-time risk models for best practices
- Issues alerts when funds are in violation of regulatory rules