RiskComply™

RiskComply™ is an online compliance and risk monitoring service provided jointly to the investment management industry by APT, Standard & Poors and Aquin Components. APT provides their stochastic multi-factor risk model and advanced component Monte Carlo methods to calculate the risk on which each compliance report is based. For further information please see APT Risk models.

Each RiskComply™ report builds on the APT risk statistic calculations relevant to your portfolio holdings and then compares your analysis to those limits specified by regulators in your local jurisdiction to calculate whether or not you are compliant (e.g. to UCITS III). The RiskComply™ report you receive then uses a traffic-lights system to alert you to any likely or existing breaches of your concentration limits.

It is also possible to obtain a full detailed risk report on your holdings from APT as part of a premium service in which the full range of APT value added analytics are available (e.g. VaR, Factor exposures, Contributions to Risk, Scenario Analysis, to name a few) These reports are available on a portfolio basis and can also be aggregated up for enterprise wide analysis.

In addition, APT can also offer a full suite of portfolio construction and management applications as well as interactive risk analysis. "RiskComply™ takes the same approach to risk measurement as that used by portfolio managers - there will no longer be a disconnect between risk/compliance reports and the portfolio construction process itself, as there has so often been before," says Jamie Ridyard, Managing Director of APT. For example, the APT Optimizer can be used to construct or make your portfolio more risk efficient and to suggest best trades to resolve compliance breaches identified by RiskComply™. For more details please see APT software.

For further information, or if you would like to see a demonstration of any of the above products please contact your local APT office and we will be pleased to help.

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