WE ACCURATELY AND TRANSPARENTLY MONITOR FOR DERIVATIVES IN ACCORDANCE WITH THE UCITS AND AIFMD PROVISIONS. THIS INCLUDES 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 CAN BE SUMMARISED AS FOLLOWS:

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

TO FIND OUT MORE ABOUT OUR DERIVATIVES FUNCTIONALITY OR TO BOOK A DEMO, PLEASE CONTACT US ON +44(0)28 9032 9736 OR INFO@FUNDS-AXIS.COM

+44 (0)28 9032 9736     CONTACT US