Solutions

AAAccell invents solutions for banks, insurances, asset managers, institutional and private clients in close collaboration with leading researchers. We create new and individual solutions or tailor our inventions to individual clients.

Our inventions focus on the transformation of highly advanced algorithms from artificial intelligence, machine learning, mathematics, statistics and financial econometrics into solutions for a wide variety and applications.

We consider financial market behavior as well as regulatory requirements to better match our clients needs.

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Innovation in Optimization of Risk & Return

What

We transform the most advanced technology into optimal automated portfolios for institutional and private clients.

How

Our strategic portfolio optimization and risk measurement engine, PSARM, is an alternative quantitative approach focusing on the latest, robust mathematical models to derive the most accurate and generalized risk and return distribution while dynamically modelling and updating the parameters of the latter.

Its our aim is to deliver the most accurate risk and return estimates available in the market.

PSARM was built over several years by some of the best professors in math and quant finance, two former bank-CEO’s and other PhD/researchers from ETH, University of Zurich and Columbia.

For Whom

PSARM is a useful solution for discretionary mandates, active advisory systems, portfolio optimizations, fund management improvements, balance sheet management of banks/insurances. It can be further applied in Robo-Advisory for institutional investors or wealthy private bank clients (aside with the relationship manager).

About PSARM

  • It is fully automatic – no manual interventions required (unique in Switzerland)
  • Includes an automatic early-warning-system (could be offered isolated as additional service)  to lower invested positions before the market is hit by some turbulences
  • Connections to chatbots
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Innovation in Products exhibiting Risk & Returns

What

AAAccell helps clients to get to the next level of financial product or solution development. We use the latest quantitative methods to assure quality improvements in funds, hedge-funds, robo-advisory tools, or financial products.

How

We analyze the existing approach and its advantages and disadvantages. Afterwards our quant advisory board identifies different new methods that will be proposed to our clients. Once the most promising innovative approach is selected, AAAccell builds a prototype and runs numerous quality assurance processes where clients are closely involved.

For Whom

We offer this service to all participants who develop financial solutions or products.

About selective solutions

About our selective solutions

  • We offer first hand input of researchers into product development
  • Prototypes are validated with state of the art model validation approaches
  • All development and testing is accompanied by documentation of academic quality
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Innovation in Monitoring of Risk & Return

What

We can monitor and measure risks of any portfolio especially covering illiquid and hard to price assets. We measure the risks with different methods and connect with regulatory requirements such as PRIIPs, MaRisk or Basel III.

How

AAAccell uses several risk engines and covers hundreds of risk factors to include any sort of assets, especially assets with very few price history or price valuations. E.g. real estates, airplanes, or private equity investments are all priced by a heuristic method typically on a yearly frequency. The value of such assets, their risks and prices are unknown during the year. However, current regulation and market expectations require higher frequency of such asset valuation. AAAccell has developed an artificial intelligence solution to robustly estimate values and risk of illiquid assets in a regulatory compliant way.

For Whom

We offer this service to all financial participants who develop, sell, manage or advice financial products and want or have to better quantify and manage their risks.

About regulatory technology solutions

  • Our regulatory reporting systems are compliant with PRIIPs, MARisk and Basel III reporting requirements.
  • We offer the calculations of risk and performance measures, as well as scenarios on illiquid assets.
  • We offer full reporting and backtesting of our measures for the attention of the local regulatory authority