Intelligent cloud system for risk control and portfolio optimisation for sustainable pension funds

The number of pension funds has declined in several European countries whereas their volatility has increased due to political and economic uncertainties. In order to secure the sustainability of Europe’s pension funds more advanced risk management models are required.
Although the classical mean-variance approach to optimise the structure of a financial portfolio in terms of risk-return trade-off has severe limitations, this outdated approach from the 1950s is currently still applied by most pension funds as their key portfolio optimisation tool. AAAccell`s methodology known as “PSARM” is designed to deliver the entire predictive statistical distribution of a set of assets.
The main goal of sus@spension is to deliver a cloud-based intelligent risk management tool for Asset Managers of pension funds to optimise their portfolios. Together with the Research Industrial Systems Engineering GmbH, AAAccell will develop an innovative, intelligent FinTech engine that is implemented and integrated into a new service-oriented Cloud IT Infrastructure, providing customers with an intuitive user interface and meaning full data representation. This new FinTech engine has the potential to make a significant contribution to the financial viability and sustainability of pension funds for the benefit of millions of European citizens.