
Scenario Analytics
Stochastic simulations are requisite analytics for multi-asset class portfolios with non-normal return distributions – this means most Pensions, Sovereign, and Multi-Asset Managers. Sapiat’s Monte-Carlo simulation engine generates a full performance distribution for various portfolios under different scenarios to help you explore the range potential outcomes for various investment decisions and market conditions.
· Multi-asset class, Single-horizon
· Open architecture for different factor models
· Visualization Dashboards and Reporting
· Advanced Tail Risk characterization
Ongoing R&D
· Massive parallelization for computational acceleration
· Path dependent long-horizon simulation
· Scenario conditioning
· Pre-computed Scenarios for fast what-if scenarios
· Asset Allocation model
· Asset-liability modeling
· Macroeconomic and Political Risk analysis
Client Delivery
· Via API
· Via Appliance (on-site)
· Via Installed Application (on-site)