Scenario Generation

FNA Scenario Generation

Rapid and Visual Scenario Generation with Graph Analytics

Key Features

  • Rapidly create scenarios through FNA’s unique correlation maps. Visually detect anomalies in market dynamics.
  • Make non-trivial interdependence easily insightful.
  • Stress test correlations by adjusting pairwise correlations, shocking the entire structure or using historical correlations.
  • Reverse stress test in addition to predictive stress testing.
  • Simplify communication between strategists, analysts, risk managers, regulators and senior management through analyst and executive views.
  • Improve transparency by seeing stress results both on the market and your investment portfolios.
  • Integrate FNA Scenario GenerationTM with your portfolio management and risk systems.
  • FNA Scenario Generation has APIs to main market data providers and databases.

For Who?

  • Strategists and Economists
  • Asset Managers
  • Financial Analysts
  • Risk Managers
  • Fund Advisors
  • Regulators

Use Case

Scenario Generation

Brexit

Scenario from JUNE 16, 2016

We've observed a classic escalation of systemic risk, culminating in Friday’s European Equities led plunge, as several Brexit polls showed “Leave” in the lead. While UK is currently at the periphery of the global equity network, contagion spread throughout Europe and global equities.

Risk continued to escalate into this week, as Asian markets continued a negative cascade. Particularly worrying is was the 15 to 22 VIX spike from Friday to Monday, the biggest two day moves since last year’s August Flash Crash. Investors will do well holding on to safe haven assets like US Government Bonds and JPY. Not to mention Bitcoin, which has reached new two year highs and looks like an increasingly attractive asset class. The video illustrated key risk dynamics.

Recommendations...

FNA Correlations is integral part of our daily risk management process. It draws our attention to emerging risk, and has helped us minimize exposure to troubled assets early.
James Dougall
Managing Director, Secure Wealth Management Ltd

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FNA Scenario Generation