UCITS & AIFMD Risk Compliance Management Software Solutions

UCITS Reporting

Comprehensive UCITS reporting ensures nothing is missed.

The RiskSystem proprietary risk management software allows complete oversight of your funds on a single dashboard.

This integrated system allows the user to perform:

Rapid Investigation of breaches
Extensive drill-down into individual positions
Oversight and commentary on the autonomous audit trail

AIFMD Reporting

The RiskSystem AIFMD solution ensures full compliance with all aspects of your Regulatory risk obligations.

Our flexible solution can capture the risks associated with even the most complicated funds.

This array of AIFMD risk management analytics include, however are not limited to:

Market risk
Counterparty risk
Credit risk
Liquidity risk
Prospectus limit monitoring

* Bespoke functionality in any of these areas can be provided at the request of the user.

Private Equity & Real Estate

Risk Management functionality that has been specifically developed for both Private Equity and Real Estate funds.

This risk management functionality is built using a blended model which consists of a:

Discounted Cash Flow Model
Market Proxification Model

Using this propitiatory model, RiskSystem can create unique insights while also providing analytics across all the traditional risk management areas such as Market Risk, Liquidity risk and Stress testing.

Exposure Oversight

RiskSystem provides all the standard exposure metrics which a user needs to adequately monitor their funds.

However, in addition to this, RiskSystem also provides extensive exposure analysis from various perspectives such as:

Asset Class
Asset Type
Currency
Country
Sector

All exposure metrics can be reviewed and assessed on single dashboard with extensive drill-down capacity and instant access to historical data.

Value-at-Risk (VaR)

RiskSystem operates a proprietary multi-model VaR engine that can implement a variety of VaR methodologies which includes models such as the:

Parametric Model
Historical Model
Monte-Carlo Simulation Model
Cornish-Fisher Model

In addition, RiskSystem has developed discrete VaR models designed to quantify the Value-at-Risk derived from specific strategies such as Merger-Arbitrage and asset classes such as Catastrophe Bonds.

Credit Risk

RiskSystem provides comprehensive coverage of the credit ratings provided by each of the credit rating agencies.

RiskSystem also provides additional credit risk metrics such as:

DV01 – At both the Fund level and Position level
Weighted Average Maturity (WAM)
Weighted Average Credit Rating (WAC)
Duration of the Fund

Market Risk

Our Market Risk functionality is at the heart of what we do. We offer a complete landscape of Market Risk measurements, including:

VaR
Component Var
Commitment
Gross Exposure
Option Risk Parameterisation
Sector Component Risk
And more ..

All within our intuitive and transparent Graphical User Interface – RAPTOR

Counterparty Risk

RiskSystem provides complete Counterparty Market Risk and Credit Risk analysis for the whole portfolio.

Breaking down the historical risk associated with the positions of the counterparty and summarising the various quantifiers used in assessing the risk of a counterparty default, RiskSystem derives the measures of credit risk such as:

Credit Value Adjustment
Wrong Way Risk.

Stress Testing

At RiskSystem we carefully manage our stress testing methods to provide complete oversight over worst case scenarios which includes:

Historical stress testing algorithms, which rigorously analyses the effect of past scenarios against the current portfolio with robust correlation tests and blanket downturns in measured historical quantifiers
Bespoke hypothetical testing, modelling drops in asset markets, currencies, and Flight to Safety, all while tracking these effects on the P/L, Volatility, etc.

VaR Backtesting

To accompany RiskSystem’s VaR models with correct validation, we provide a variety of tools such as historical back-testing, parametrical back-testing, simulations and stress testing.

All VaR backtests can be conveniently exported for further reconciliation or regulatory filings, all in compliance with the UCITS VaR exceedance regulations.

SRRI

As an integral part of the Key Investor Information Document (KIID) for UCITS funds RiskSystem monitors the SRRI according to the regulations (CESR/10-673) for all share classes while providing exact calculation breakdowns for reconciliation and handling all edge cases such as dividends, proxies and benchmarks.

By extension of the SRRI, we also provide functionality for independent generation of a users KIID accessible via RAPTOR.

Share Class Hedging

Embedded in the RiskSystem engine is our Share Class Hedge Monitor, which provides complete oversight over the effect share class hedges have on the exposure and P/L of each specific share class with respect to currency movements.

This ensures complete compliance to UCITS regulations, which allow ease in keeping share class currency risk in check and in facilitating any entering or exiting of hedges for Efficient Portfolio Management purposes.

Pre-trade

RiskSystem offers a pro-active rather than a re-active process to portfolio alterations.

Using our Pre-trade functionality, our clients can pre-enter positions into their portfolio and assess the resulting effects on their fund’s risk exposures and compliance before entering them in the market.