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LRI Traditionelle Investments

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: