Our Risk Monitoring Solutions
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
Liquidity Risk Management Online Training
Strengthen your team’s understanding of liquidity risk with expert-led training covering UCITS, AIFMD, and EU Money Market Fund Regulation. Explore real-world case studies, ESMA stress testing guidelines, and practical tools via our ATLAS Funds Training portal to ensure robust liquidity oversight and regulatory compliance.
Risk Monitoring Insights & News
Get in Touch to Learn More
Learn how our Risk Monitoring Modules can transform your risk management challenges and safeguard your processes. Whether you’re curious to learn more or ready to see them in action, we’re here to help. Fill out the form below, and a member of our team will be in touch to provide tailored insights or arrange a personalised demonstration.