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
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