FNA HeavyTails - Secure Wealth Management

Sense & respond to
emerging systemic risks
Communicate risks
& build intuition
FNA
HeavyTails
A systemic view of
financial markets
Generate & run
stress scenarios
FNA HeavyTails helps risk managers identify and communicate
emerging risks and design adaptive stress tests. FNA combines
advanced network theory and interactive data visualizations to detect
hidden patterns in complex data.
FNA HeavyTails implements cutting edge research in Financial Cartography™
by FNA and its collaborations with top universities. The HeavyTails dashboard
makes these analytics readily accessible through a beautiful user interface.
www.fna.fi
Mapping Financial Networks
Designed For
Key Benefits
Monitor systemic risk
with FNA’s unique correlation maps,
Value-at-Risk (VaR) analytics and
outlier detection.
Identify emerging risks
with statistical and visual detection
of outlier assets, days, and periods.
Hedge Funds
Pension Funds
Regulators
Banks
Asset Managers
Stress test portfolios
with predictive stress scenarios and
integrate them with your portfolio
management and risk systems.
Build intuition
with fast, interactive data exploration,
powered by algorithms that filter
signal from noise.
Easy Implementation
Customize dashboards to cover the
assets, analytics and alerts that are
relevant to your organization.
Flexible deployment options. Use
HeavyTails online, on a Secure
Cloud or as an onsite installation.
HeavyTails comes bundled
with all needed market data
via APIs to main market
data providers.
Click a node to see a full
VaR backtesting chart
Add factors to stress
test and immediately
see the impact
Wealth Managers
Communicate risks
with a new visual language understood by quantitative analysts and
senior managers alike.
Evaluate strategies
with correlation and clustering
analysis against benchmarks,
and quickly identify hidden
concentration risk.
HotSpots rank the
biggest surprises
from the previous day
INTERACTIVE MAPS
RAPID STRESS TESTING
The central view of HeavyTails is a daily correlation
map of asset returns. Assets are shown as nodes
and their strongest correlations as links. Shorter
links reflect stronger correlations, and negative
correlations are highlighted in red. Node sizes
reflect asset returns, with outlier returns marked
in bright red or green.
HeavyTails allows the user to design adaptive
stress tests that are attuned to market conditions. Empowered with real-time visual analytics,
analysts can easily iterate intelligent scenarios
with immediate feedback.
TIME DIMENSION
STRESS LIBRARY
The time bar summarizes daily outliers, and can be
used to easily navigate through historical stress
scenarios and gives insights on how risks and
correlations evolve over time. Days with an unusual
number of outliers are highlighted in red or green.
The stress library is continuously updated with
topical scenarios sourced from thought leaders
such as the Cambridge Centre for Risk Studies.
You can readily run these scenarios to evaluate
the impact of extreme events on your portfolio.
CUSTOM PORTFOLIOS
Map your portfolios to major market factors and
stress test and backtest their performance.
www.fna.fi
Node size reflects
asset returns.
Red is negative.
Green is positive.
Shorter links indicate
stronger correlations.
Outlier returns are
highlighted in bright
green or red.
Red links indicate
negative correlations.
Try for free at
About FNA
Financial Network Analytics (FNA) helps risk managers gain a systemic view to risk. FNA’s network
algorithms reveal interconnected risks and its cloud- based solutions distill complexity into visual decision-making signals. Over a decade of pioneering research into financial networks makes the company
a leader in its field. FNA’s clients include the world’s largest central banks, infrastructure providers and
leading financial institutions. Its technologies enable clients to oversee complex financial networks,
visualize global market dynamics, identify systemic risks, and much more.
For more information about FNA, visit www.fna.fi, contact the firm at +44 20 3239 3903, and follow
FNA on Twitter @heavytails. FNA was founded in 2010 and is headquartered in London.
Contact Us
Americas
Eugene Neduv
VP Solutions
+1 917 907 2182
[email protected]
Asia
Alan Laubsch
Director & VP Risk Products
+66 83 090 1933
[email protected]
EMEA
Kimmo Soramaki
Founder and CEO
+44 20 3239 3903
[email protected]
www.fna.fi
Mapping Financial Networks