RISK MONITORING

We provide comprehensive risk measurement and monitoring to cover all the regulatory requirements.

This includes coverage for the UCITS and AIFMD Directives, FCA Derivatives Use Reporting requirements and, for example, for the SEC Liquidity Risk Monitoring requirements.

In addition to monitoring against regulatory limits, clients can also easily set their internal risk limits for each portfolio.

This includes full coverage for all assets types and full performance of all calculations including, for example, calculations in respect of delta-adjustment, netting and hedging, risk free assets etc.

Our Risk Monitoring solutions includes:

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DERIVATIVES

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

NEED HELP? SPEAK TO OUR EXPERTS TODAY ON +44 (0)28 9032 9736

GET IN TOUCH

To find out more about our Risk Monitoring Solution then please contact us today for more information.

+44 (0)28 9032 9736

info@funds-axis.com