AIFMD regulations contain some arduous but obligatory reporting requirements commonly known as Annex IV Reporting . Depending on the fund size and leverage the reporting requirements can be quarterly, semi-annually or annually and require a considerable amount of information on position size, concentration, transaction and counterparty data.
Collecting and collating this data is a major challenge for asset managers.
Moreover many of the obvious places to get data from, such as administrators,
do not always calculate the necessary exposures and metrics needed to complete the regulatory filing. Furthermore this data must be reported in an ESMA specified format known as XML.
However RiskSystem can take care of all of these issues providing robust, accurate calculations necessary to make the filing in a timely manner.
In addition RiskSystem has an inbuilt XML generator and once we receive regular files from an independent source processing Annex IV reporting is a simple click of a button. We can file the report with the NCA directly or send you the completed file for you to file yourself. Typically we include Annex IV reporting as part of our risk services; however we can price it separately if required.
We can also produce Open Protocol, CPO-PQR and Form PF reporting.