Risk, Valuation & Reporting
Correct risk assessment is extremely important in the face of rising demands on risk management and reporting, especially under the ICITS-IV Directive.
Our Risk, Valuation & Reporting experts generate the ratios you need for risk and performance evaluation. They can also provide custom-tailored reporting for your clients.
- Value-at-risk model (qualified approach)
- Model validation (backtesting)
- 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