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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)