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

Further information on LRI:

NEWSROOM |