A risk management and portfolio construction solution of SunGard, a software and technology services company, has been selected by Neptune Investment Management, a boutique investment manager. SunGard’s APT will be utilized by Neptune to meet Ucits IV regulatory requirements and improve its risk management processes.
APT’s factor-based methodology, stress testing, Monte Carlo value at risk (VaR) calculation and automated risk reporting will strengthen the risk management function of Neptune, which has more than £7 billion assets under management. The solution’s flexible analytics will be merged with Neptune’s existing infrastructure. Neptune’s fund managers will get a clear perspective on the drivers of risk and return through APT.
Click here for the release from SunGard.