Skip to main content

Quantitative risk reporting for investment funds

Outsourcing of market risk, VaR, leverage, liquidity risk, credit risk, default risk, counterparty risk, back-testing and stress-testing reports

Faced with different regulatory obligations (UCITS, SIF, AIFMD, EMIR, MiFID), management companies need to meet risk measurement and reporting requirements in a streamlined process and at an acceptable cost. Finding economies of scale whenever possible is necessary in order to add value for their investors and customers and free time of risk managers for monitoring and recommendations.


The ability to provide meaningful and useful risk reporting in an automated fashion is a factor increasingly considered by directors, investment managers and promoters prior to engaging a management company.