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Investment Analytics

Regulatory Solutions

Risk transparency reporting for asset managers and their institutional investors.

Banks, insurance companies, pension funds and other clients are demanding that asset managers provide timely risk transparency reporting to fulfill regulatory requirements. Without such reporting, some investors forgo certain investments to maintain regulatory compliance.

See below for the regulatory reporting you’d like or contact us for additional questions.

Liquidity Solution

Regulatory Requirements & New Opportunities

US, Canadian and European regulatory authorities are focusing on liquid mutual funds’ disclosure for liquidity, leverage, investment allocation, governance, sub-advisor oversight and more.

Take our solution to…

  • Measure and monitor derivative and collateral assets for risk of unexpected margin calls
  • Independently validate investment manager liquidity
  • Incorporate manager terms (e.g. gating, notice periods, etc.) into liquidity projections
  • Assess the impact of alternative asset liquidity on investment decisions (e.g. rebalancing)
  • Measure liquidity down to the security level on a daily basis

BASEL III

Calculate and set aside capital to account for your investment risk (risk-weighted assets) and lower your capital charge. Banks can 1) look through to the holdings, 2) understand the funds mandate and 3) set aside a punitive amount of capital for potential investments for which there is limited information. Typically for asset managers with banking clients, our BASEL III solution will help demonstrate your sound risk management and governance.

Solvency II

Help your insurance clients meet the EU-wide insurance regulations with our risk management report. Our report calculates a combined solvency capital requirement (SCR) for six major risk categories: 1) market risk, 2) health underwriting risk, 3) counterparty default risk, 4) life underwriting risk, 5) non-life underwriting risk, and 6) intangible assets risk.

Open Protocol

To help you respond to the demand for Open Protocol-based reporting, we offer solutions for both hedge fund managers and investors. For hedge fund managers, we generate Open Protocol templates to self-report business and portfolio data. For hedge fund investors, we use elements of Open Protocol reporting to create inputs for enhanced proxy modeling. Our Open Protocol reporting covers all the necessary elements, including fund and investor details; equity, credit, convertible bond, interest rate, currency and real asset exposure; sensitivities; and stress testing.

Form PF

If you manage one or more hedge, private equity, liquidity or other private funds, you likely need to maintain records and file Securities and Exchange Commission (SEC) reports to fulfill the Form PF reporting obligation. We can help you with our Form PF reporting service - and let you stay focused on your core business.

AIFMD

To meet the depositary, reporting, monitoring and risk needs of alternative investment managers across key markets, we offer an integrated and cost-effective range of services. We’ll help you satisfy both the quantitative and qualitative requirements of AIFMD.

UCITS

We can help you satisfy both the quantitative and qualitative requirements of the UCITS directive with your existing technology and resources. Reports in our comprehensive suite are configured and generated by our risk specialists, and backed by documented methodology. You’ll have access to a full set of daily reports — including VaR analysis, back testing and stress testing — detailing your fund’s risk profile for each UCITS reporting element.

CPO-PQR

Our risk engine provides key risk reporting elements required by CFTC including position exposures, VaR, stress testing and liquidity indicators to fund managers (of non-private commodity pools) selling into US. Risk elements are provided quarterly or annually and can be offered as part of an end-to-end regulatory filing service.