blackswan financial platform

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MANAGE THE UNEXPECTED USE ADVANCED INTUITIVE ANALYTICS AS A DIFFERENTIATOR [email protected] | www.sage.ch BlackSwan Financial Platform If your clients care about market risk and you feel that you could build trust by demonstrating a transparent and systematic risk mitigation process then BlackSwan Financial Platform can help you engage them in the investment decisions in an intuitive and interactive manner. The BlackSwan Financial Platform was built on more than 20 years of combined acamedic research aimed at finding an improvement of the general Efficient Frontier Algorithm. The system is interfaced with the leading data providers and to the Prospero solution. It can be integrated to other PMS or Core banking thanks to its Application Programming Interface (API). Target Audience: Independant Asset Managers & Family Offices Banks Funds Managers Pension Funds Insurances Main Benefits: Takes into consideration extreme events Provides greater diversification capabilities Performs an optimization under all sorts of constraints Can be used interactively with the clients No installation SaaS solution Portfolio optimization What-if scenarios Back-testing More than 30 statistics metrics Benchmarking Optimization under constraints Full scale optimization or parametric (incl. Bi-modal) Exponentially Weighted Moving Average Multi-currency & hedging Expecting tail loss & gain Tracking error optimization VaR Reports look and feel customization Web Access Load & compare existing portfolios Supports bankable & non-bankable asset classes «The BlackSwan Financial Platform supports an increasingly interactive client relationship» Insight by Datamonitor, 2013.

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Page 1: BlackSwan Financial Platform

MANAGE THEUNEXPECTEDUSE ADVANCED INTUITIVE ANALYTICS AS A DIFFERENTIATOR

[email protected] | www.sage.ch

BlackSwanFinancialPlatform

If your clients care about market risk and you feel thatyou could build trust by demonstrating a transparent andsystematic risk mitigation process then BlackSwan Financial Platform can help you engage them in the investment decisions in an intuitive and interactive manner.

The BlackSwan Financial Platform was built on more than 20 years of combined acamedic research aimed at finding an improvement of the general Efficient Frontier Algorithm.

The system is interfaced with the leading data providers and to the Prospero solution. It can be integrated to other PMS or Core banking thanks to its Application Programming Interface (API).

Target Audience:■ Independant Asset Managers & Family Offices■ Banks■ Funds Managers■ Pension Funds■ Insurances

Main Benefits:■ Takes into consideration extreme events■ Provides greater diversification capabilities■ Performs an optimization under all sorts of constraints■ Can be used interactively with the clients■ No installation SaaS solution

Portfoliooptimization

What-ifscenarios Back-testing

More than30 statistics metrics Benchmarking Optimization

under constraints

Full scale optimization or parametric

(incl. Bi-modal)

Exponentially Weighted Moving

Average

Multi-currency& hedging

Expecting tailloss & gain

Tracking error optimization VaR Reports look and feel

customization

WebAccess

Load & compare existing portfolios

Supports bankable& non-bankable

asset classes

«The BlackSwan FinancialPlatform supports an increasinglyinteractive client relationship»

Insight by Datamonitor, 2013.

Page 2: BlackSwan Financial Platform

[email protected] | www.sage.ch

ENGAGE CLIENTS TOW I N T H E I R T R U S T

See how the BlackSwan Financial Platform can help your business now.Contact us at [email protected] or on www.sage.ch for a demonstration or free trial

Generate a set of efficient portfolios in seconds with more than 30 risk statistics metrics for each.

Load existing portfolios and visualize how risk can be reduced for the current return level or returns increased for the same risk.

Interactively change expected values for the economic factors and observe the effects on risk and return in a single click.

Key features

Economic factorsPredictions on economic variables from market consensus or from the client can be entered to view the impact on risk and future performance instantaneously. Economic factors are better understood by clients and eliminate model bias.

Accurate quantitative modelThe quantitative model takes into account rare but extreme events using sophisticated parametric distributions orfull-scale optimization. Risk is measured by the verycomprehensive Expected Shortfall (aka Expected Tail Loss)metric.

BenchmarkingOptimization goals can include minimizing tracking error to meet particular client objectives.

Intuitive & InteractiveThe user interface was designed to let financial advisors interact with their clients to demonstrate the adequation ofthe proposed allocation for their objectives and let themtest what-if scenarios in real-time.

Client reportingCreate custom reports with investment proposals andadvanced metrics or include advanced risk analytics to yourexisting client reporting or show it directly on a mobiledevice.

Fast time to marketWhether used as a service (SaaS) or deployed on premises, the BlackSwan Financial Platform can be implemented in days, letting you bring added value to your clients.

The BlackSwan Financial Platform lets financial advisors engage

their clients in an interactive analysis of the investments options

and guide them through an informed process in selecting best

asset allocation for their risk profile.