Risk Partner – Asset management
Under Asset management we support our customers in the following areas:
- Risk Assessment of Fund’s
The risk assessment of funds which should not only be measured in function of a VaR, but also through Stress test scenario’s. Based on our risk experience we developed a specific methodology for funds taking into account the usual risks (Position and interest), but also other such as operational, liquidity, counterparty risks.
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Asset allocation
We advise and set up processes on how to allocate and review to positions of portfolio’s and funds, in function of investments policies and goals, regulatory constraints, customer and statutory constraints. We advise on how to improve these allocations within existing organization.
- Performance computation and allocation
The performance measurement, and allocation to the different parts of the portfolio or the fund is an important tool to the measure the performance of the manager and the organization. We advise on how to set up such a split, and how to organize it, so that the institution can better monitor its performance in the different areas.
- UCITS III, UCITS IV
We monitor the regulatory evolution of the different national and European legislation, and advise our customers in the understanding, respect and implementation of the different circulars. Reporting issues for funds in Luxemburg are also addressed in our software RegRisk.
- Portfolio Management
We help to select and implement a portfolio management solution, based on an internal analysis of the needs of our customers. We help our customers with the formalization of the needs, the set up of an RFI, RFP, within the selection process, the implementation and the test of the software solution.