Regulatory Requirements
Key Features
Derivatives
We accurately and transparently monitor for derivatives in accordance with
the UCITS and AIFMD provisions.
the UCITS and AIFMD provisions.
Time-series reporting for:
- Commitment Exposure – UCITS and AIFMD
- Notional Exposure – UCITS
- AUM calculated under Article 3 – AIFMD
- Gross Exposure – AIFMD
Our Derivatives Functionality:
- Look through to underlying of derivative, including for UCITS position (issuer-concentration) risk
- De-composition of indices and baskets (required for shareholder disclosure rules)
- Global Exposure commitment approach in accordance with ESMA guidelines for UCITS and AIFMD, including for netting and hedging
- Notional Leverage / Gross Method calculations in accordance with ESMA Guidelines for UCITS and AIFMD
- Counterparty Exposure calculation in accordance with ESMA guidelines, including for netting and collateral
- Cover monitoring for cash and physically settled derivatives
- Re-calculation of derivatives valuation
- Collateral monitoring
- Change identification – identification of new instruments, strategies, exchanges, and counterparties used on funds
Time-series reporting for:
- Commitment Exposure – UCITS and AIFMD
- Notional Exposure – UCITS
- AUM calculated under Article 3 – AIFMD
- Gross Exposure – AIFMD
- Value-at-Risk
Our Derivatives Functionality:
- Look through to underlying of derivative, including for UCITS position (issuer-concentration) risk
- De-composition of indices and baskets (required for shareholder disclosure rules)
- Global Exposure commitment approach in accordance with ESMA guidelines for UCITS and AIFMD, including for netting and hedging
- Notional Leverage / Gross Method calculations in accordance with ESMA Guidelines for UCITS and AIFMD
- Counterparty Exposure calculation in accordance with ESMA guidelines, including for netting and collateral
- Cover monitoring for cash and physically settled derivatives
- Re-calculation of derivatives valuation
- Collateral monitoring
- Change identification – identification of new instruments, strategies, exchanges, and counterparties used on funds
ATLAS Funds Training
Learn more about Liquidity Risk Management with our Online Fund Training portal.
Risk Monitoring Insights
Book Your Demo Now
Ready to experience how our multi-modular system can transform your approach to investment compliance, regulatory reporting, risk monitoring, and investor document production? Book your demo now by selecting a date and time that works best for you from the calendar below.
Once you’ve completed the booking, our team will promptly email you to confirm the details of your demo session. Our demos typically last around an hour, during which we’ll showcase the power of our platform firsthand!