Legislation like the UCITS-IV Directive mean accurate risk management and reporting are becoming increasingly important.
Our Risk, Valuation & Reporting experts generate the ratios you need for risk and performance evaluation. They can also provide tailored reporting for your clients.
Our services include:
- Value-at-risk model (qualified approach)
- Model validation (back testing)
- Checking that transaction prices are in line with market conditions
- Two-level risk limitation system
- Appropriate worst-case scenarios (stress tests)
- Simulations (what-if analyses)
- Risk management for a wide range of products
- Individual reporting
- Preparation of statutory reports and notifications
- Valuation of fund assets
