RiskMonitor

Comprehensive and flexible risk analysis, including market risk, multi-asset risk modelling, VaR, stress testing, liquidity stress testing, ESG, carbon risk, and more. All delivered via our cloud-based, next-generation platform RiskMonitor, enabling end-to-end, modular report generation. 

Key features:  

• Broad coverage of 18 distinct asset classes supported by distinct risk and analytical methods 
• Historical, Monte Carlo, and Parametric VaR analysis and back-testing 
• Scenario analysis, P&L analysis, volatility, and look through 
• Greeks and sensitivity metrics 
• Illiquid asset coverage including structured products and over the counter derivatives 
• 700+ investment restriction combinations available (including regulatory rule sets suitable for UCITS, NURS, and AIFMD), with notifications 
• Liquidity stress testing with market impact and shareholder analysis (meets ESMA guidelines) 
• Liquidity scenario event and post-event compliance analysis 
• ESG exclusion lists, criteria limits, PAI statements, SBTi approved net-zero monitoring, and more

Risk governance advice and oversight can be delivered in addition to reporting services - a unique combination of capabilities – typically covering risk policy and governance structure design, as well as ongoing risk management oversight and internal risk challenge. We also offer consulting support to resolve issues such as new policy review and manager selection. 

Tiered performance reporting solutions, ranging from simple NAV based reporting, based on the provision of an independent and objective investment reporting framework, to comprehensive position or transaction-based reporting with contribution and attribution analysis.

Key features:  

• Simple traffic light outcome to evaluate investment risk 
• Wide range of benchmarks including “cash+” performance targets and multiple benchmark options 
• Supported methodologies including NAV over time, Modified Dietz, time-weighted rate of return, money-weighted rate of return, or internal rate of return 
• Management reporting across all accounts to complement account-level reporting 
• Reporting for any periodicity (annual through to daily) and all asset classes 
• Advanced optimisation and efficiency analysis 
• Contribution and attribution analysis by security, sector, asset type, country, or other bespoke classification 

Leveraging the sophisticated analytics and comprehensive workflows in RiskMonitor, we provide an end-to-end, automated production of client branded PDF documents. While all services have flexibility, the investor reporting tools enable the most freedom, including capabilities to: 

• Select, order, and curate all contents 
• Manage narratives and market commentary 
• Include client logos, branding, and fonts 
• Truly end-to-end reporting with all calculations and report generation done by RiskMonitor 
• Iterate on documents produced with confidence using sign-off workflows, in-platform comments / notes, version control, and red-line document comparison 
• Publish and host documents to a static URL or distribute them automatically

We provide solutions for Annex IV filings, UCITS reporting, and PRIIPs KIDs, EMTs and EPTs. We support investment firms subject to EU and UK regulations by providing the risk metrics, data, reports, and operational workflows to meet the regulatory risk reporting requirements of UCITS, PRIIPs, and the AIFM. Leveraging the sophisticated analytics and workflows in RiskMonitor as well as our experienced team, we provide reliable, flexible, and transparent reporting that enables our clients to grow, operate efficiently, and stay on top of complex regulatory requirements.  

Managed Annex IV:  

• Complete end to end solution following receipt of NAV pack from administrator 
• XML filings to meet any EU regulatory format 
• Solution for any asset type including private equity and real estate 
• Stress-tests, VaR, liquidity metrics all derived within solution 
• Platform sign-off workflow for review and governance over filings 

UCITS reporting:  

• UCITS restriction monitoring (tailored to jurisdiction)  
• Absolute VaR – UCITS compliant 
• Global exposure 
• Exposure by counterparty 
• UCITS KIID production 

PRIIPs reporting:  

• Meets both EU and UK requirements of traditional and liquid alternatives (category 2 PRIIPs) 
• Cash flow model supports performance scenarios or category 1 PRIIPs 
• High presentation quality, multi-language KIDs and performance, and scenario documents 
• EETs for Articles 0, 6, 8 and 9, including PAI data and calculations and PAI statements 
• Transparency on calculations and supporting materials to enable board appraisal and evaluation 
• Ongoing SRI / SRRI monitoring and transmission to fund platforms 
• In-platform sign-off workflows, version control, and red-line document comparison 
• Publish and host documents to a static URL or distribute them automatically

Our solution allows for scrutiny of NAV oversight via a bespoke report and accompanying excel file. The report highlights market issues, such as unusual price movements, which may impact fund valuation as well as reconciliation and monitoring of the accuracy of data provided by fund administrators. 

The NAV oversight service includes NAV reconciliation warnings, assets with large movement, trends in AUM, accruals testing, and FX reconciliations. 

Key features:  

• Highlights assets with large price movements 
• Independent NAV comparison with breakdown 
• Share price reconciliation 
• FX reconciliation 
• Management fee accruals 
• Reporting by portfolio or organisation 
• Default coverage of equities, fixed income, and FX 
• Enhanced coverage of level 2 and level 3 assets via Numerix