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LIQUIDITY RISK MANAGEMENT

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COUNTERPARTY
RISK

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LEVERAGE
REQUIREMENTS

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VALUE-AT-RISK
ANALYSIS

Regulatory Requirements

  • UCITS
  • AIFMD
  • SEC

Key Features

  • Comprehensive Monitoring
  • In-depth Training
  • RMP Documentation
  • Outsourced Risk Services

Derivatives

We accurately and transparently monitor for derivatives in accordance with
the UCITS and AIFMD provisions.

Time-series reporting for:

  • null
    Commitment Exposure – UCITS and AIFMD
  • null
    Notional Exposure – UCITS
  • null
    AUM calculated under Article 3 – AIFMD
  • null
    Gross Exposure – AIFMD
  • null
    Value-at-Risk

Our Derivatives Functionality:

  • null
    Look through to underlying of derivative, including for UCITS position (issuer-concentration) risk
  • null
    De-composition of indices and baskets (required for shareholder disclosure rules)
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    Global Exposure commitment approach in accordance with ESMA guidelines for UCITS and AIFMD, including for netting and hedging
  • null
    Notional Leverage / Gross Method calculations in accordance with ESMA Guidelines for UCITS and AIFMD
  • null
    Counterparty Exposure calculation in accordance with ESMA guidelines, including for netting and collateral
  • null
    Cover monitoring for cash and physically settled derivatives
  • null
    Re-calculation of derivatives valuation
  • null
    Collateral monitoring
  • null
    Change identification – identification of new instruments, strategies, exchanges, and counterparties used on funds

Time-series reporting for:

  • null
    Commitment Exposure – UCITS and AIFMD
  • null
    Notional Exposure – UCITS
  • null
    AUM calculated under Article 3 – AIFMD
  • null
    Gross Exposure – AIFMD
  • null
    Value-at-Risk

Our Derivatives Functionality:

  • null
    Look through to underlying of derivative, including for UCITS position (issuer-concentration) risk
  • null
    De-composition of indices and baskets (required for shareholder disclosure rules)
  • null
    Global Exposure commitment approach in accordance with ESMA guidelines for UCITS and AIFMD, including for netting and hedging
  • null
    Notional Leverage / Gross Method calculations in accordance with ESMA Guidelines for UCITS and AIFMD
  • null
    Counterparty Exposure calculation in accordance with ESMA guidelines, including for netting and collateral
  • null
    Cover monitoring for cash and physically settled derivatives
  • null
    Re-calculation of derivatives valuation
  • null
    Collateral monitoring
  • null
    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.
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Risk Monitoring Insights

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