Industry Insights
Webinars
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? Are your risk models capturing accurate market information, in the face of volatility? Watch Dr. Laurence Wormald, Head of Research at SunGard APT, as he examines performance in terms of robustness and responsiveness of APT’s risk models (both STV and MTV); the extent of responsiveness to market events, with risk forecasts increasing markedly and what measures best provide robust forecasts of portfolio risk?
RISK Is Not Just A Four-Letter Word
In the current financial market environment, the need for comprehensive risk measurement and risk management tools is evident says John Jay, senior analyst with Aite Group. Watch John Jay as he discusses his recent report RISK Is Not Just a Four-Letter Word: Buy-Side Multi-Asset Class Risk Analytics in our recorded webinar.
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? Watch Dr. Laurence Wormald, Head of Research at SunGard APT, as he examines the short-and medium-term responses of the market to the shocks from banking collapses; which factors actually provide an adequate explanation of those shocks; and lookat how to design forward-looking scenarios - "stress tests" - to capture the effects of market shocks.
Whitepapers and Reports
Modeling The Volatility Of Equities Markets In 2008
Read this whitepaper, written by Dr. Laurence Wormald, Head of Research at SunGard APT.
[PDF, 829 MB]
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.
[PDF, 166.46 KB]
The APT Approach