Quantitative solutions

Customisable risk compliance reports designed for portfolios comprised of level 1 and level 2 assets. This solution, known as RiskMonitor® Compliance, addresses demands for clear, flexible and transparent reporting that meets the needs of multiple stakeholders. COOs and boards benefit from concise reporting while risk managers and compliance officers benefit from greater automation.

Key features:

• 100+ existing investment restrictions (including UCITS)
• Gross and commitment leverage and concentration limits
• ‘Unpermitted asset’ rules applicable to an entire asset-class
• Customer restrictions such as ESG criteria or other client specific risk criteria
• Aggregate risk of distinct portfolios or accounts into a single report
• Wide coverage of 18 distinct asset classes supported by distinct risk and analytical methods
• Illiquid asset cover including structured products and OTC derivatives

Typical clients include: asset managers, fund administrators, ManCos and ACDs.

The RiskMonitor® Performance solution aims to enhance the fiduciary-investment manager relationship rather than alter it. The solution identifies performance, liquidity and fee details for fund of funds, as well as factor analysis, in simple fact sheet style reports for funds. It offers a simple yet flexible risk monitoring solution based on the provision of an independent and objective investment reporting framework. We also offer consulting support to resolve issues such as new policy review and manager selection.

Key features:

• Simple traffic light outcome to evaluate investment risk
• Management reporting across all accounts to complement account-level reporting
• Reporting for any periodicity (annual through to daily) and all asset classes
• Analysis can be based solely on historical returns or extend to position-level data
• Wide range of benchmarks including “cash+” performance targets
• Coverage of managed accounts as well as investment funds
• Account aggregation functionality
• Advances optimisation & efficiency analysis

Typical clients include: wealth managers, asset managers and fund services.

The RiskMonitor® Liquidity solution addresses regulatory and governance concerns on asset liquidity and fund’s ability to satisfy redemption terms. Leveraging the RiskMonitor portal and data integration with a wide range of fund administrators to incorporate fund shareholder as well as asset details.

Additional consultancy support can be provided to review and develop liquidity management policies, including the provision of ongoing reporting and liquidity stress testing. This solution employs a range of sophisticated modelling techniques across multiple asset classes, and is relied on by leading alternative asset managers and fund services businesses.

Key features:

• Addresses ESMA LST guidelines (ESMA34-39-897)
• Board-friendly reporting
• Sophisticated asset liquidity metrics including modelling for bond instrument and classifications for CIU (third party funds)
• Market impact analysis
• Shareholder and subscription / redemption analytics
• Option to choose between ‘waterfall’ and ‘top-slicing’ approaches
• Liquidity scenario event and post-event compliance analysis
• Complementary to Annex IV managed service

Typical clients include: ManCos, ACDs, fund administrators and asset managers (hedge funds, UCITS).

A specialist end to end Managed Software as a Service (MSaaS) for private asset funds based on a powerful and intuitive cash-flow model providing ‘fit for purpose’ risk analytics that incorporate and aggregate asset-specific expectations and realized cash flows. The ValuSim tool serves PE and RE funds and family offices by demonstrating independent oversight and performance and risk appraisal.

Key features:

• High presentation quality
• Customisable reporting suitable for key stakeholders and investor reporting
• Comprehensive range of private asset investment restrictions to demonstrate prospectus and risk compliance
• Connectivity to leading fund administrators
• Scenario and stress testing solution
• DCF based valuation appraisal

Typical clients include: PE and RE asset managers and fund services.

We provide a managed service solution for Annex IV filings, UCITS reporting and PRIIPs KIDs, EMTs and EPTs altogether known as RiskMonitor® RegTech. We support investment firms subject to EU and UK regulations by providing the risk metrics, data and reports to meet the regulatory risk reporting requirements of UCITS, PRIIPs and the AIFM.

Managed Annex IV:

• XML filings to meet any EU regulatory format
• Solution for any asset type including private equity and real estate
• Provision of full filing or delivery of specific risk inputs including: VaR, Greek
• Stress-tests and liquidity

UCITS reporting:

• UCITS restriction monitoring
• Absolute VaR – UCITS compliant
• Global exposure
• Exposure by counterparty
• Liquidity analysis

PRIIPs/EMT/EPT:

• Meets requirements of traditional and liquid alternatives (category 2 PRIIPs)
• Cash flow model supports performance scenarios or category 1 PRIIPs
• High presentation quality KIDs with bespoke clien specific templates
• Transparency on calculations and supporting materials to enable board appraisal and evaluation
• Ongoing monitoring and transmission to fund platforms

Typical clients include: ManCos, ACDs, fund administrators and asset managers (hedge funds, UCITS).

For more regulatory compliance services, see Regulatory solutions.