Ezine July 2014 Archives

July 2014 ezine

Welcome to our latest newsletter. We have changed the format from a PDF to an ezine built into our website for easier viewing. It has been an extremely busy first half of 2014 here at RiskSystem. So far this year we have – received backing from Enterprise Ireland – moved into new larger, more central offices […]

June 26, 2014, by administrator

Risk Appetite

Much has been written about the need for a board of directors of an Alternative Investment Fund Manager (AIFM) to ensure the risk management function is hierarchically and functionally separate from the portfolio function (AIFMD ). In addition the risk management function must be able to identify, measure, monitor and manage all risks at all […]

June 25, 2014April 14, 2022, by administrator

Enterprise Ireland

We are delighted that Enterprise Ireland , Ireland’s economic development agency, has invested in RiskSystem . This is a large vote of confidence in RiskSystem by an agency of the Irish State. Due to our continued expansion we have also moved into bigger offices https://www.risksystem.com/contact-us/ We are also looking to hire more risk analysts so […]

June 18, 2014, by administrator

Liquidity Risk

How Does RiskSystem Calculate Liquidity Risk? AIFMD puts huge emphasis on liquidity management – there is a large section dedicated to this topic (articles 46-49, Level II). Article 46 states “AIFMs shall be able to demonstrate to the competent authorities of their home Member State that an appropriate liquidity management system and effective procedures….are in […]

May 24, 2014, by administrator

Risk Management and Brand Reputation

The Invesco Perpetual Fine – our thoughts: The Link with Risk ManagementCompliance and Brand Reputation By now most people in the financial markets know that Invesco Perpetual have been fined £18.6m (with a 30% discount for agreeing to settle early) by the Financial Conduct Authority for breaching investment limits and introducing leverage into funds. The […]

May 20, 2014, by administrator

Monte Carlo Simulation

What is Monte Carlo Simulation? Monte Carlo (MC) Simulation is a mathematical tool that allows users to estimate the solution of complex analytical problems. It is widely used in finance to price complex, and sometimes not-so-complex derivatives. The name comes from the gaming tables of the Monte Carlo Casino, as the technique relies on the […]

May 20, 2014April 27, 2022, by administrator

Market Update

We’ve noticed something peculiar about the German stock market. The graph below (from RiskSystem) shows the VDAX and 3mo rolling volatility of returns of the DAX index. Interestingly historical Dax vol is rising at the same time as the options markets is saying it is falling. This divergence is odd and one of them will […]

May 20, 2014, by administrator

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