Global markets and interconnected economies have meant that traditional asset class correlations no longer hold true under all conditions. Market events have upended traditional correlations and predicting new connections can be difficult.
Regulatory pressure places onerous burdens on firms to justify investments and prove investor protection. Participants need to better understand and mitigate risk due to correlated asset classes, both now and in future scenarios.
Who Are Our Typical Clients
- Institutional Investment Firms
- Chief Investment Officers
- Head of Research
- Quantifying and understanding the strength and consequences of asset class correlations.
- Scaling the use of proven models beyond the pure quants.
- Normalising and visualising huge quantities of data to focus on what matters.
- Executing the leading mathematical and data science algorithms without the need for local development.
- The FNA Platform supports analytics and visualisations focused on the correlation of asset classes.
- Assets can be defined aggregates portfolios of individual assets.
- Stress tests can be configured for each asset type for what-if analysis
Times series of Global Asset Correlations.