Risk Manager
The Risk Management offers all the necessary methods and functions according to UCITS directive and AIFM act. The risk assessment procedures and the operative and service processes are certified according to the ISAE3000/3402 standard. Besides the calculation engine, the end user can configure changes (i.e. to the company’s structure, reporting functions, processing operations, user rights and user roles) flexibly to suit their individual needs using a web-based application based on the most recent software development components. With our cooperation partner SynoFin Risikomanagement Service AG, a risk management specialist, we can guarantee deep specialist know-how in addition to our IT expertise.
Risk calculation procedure
certified according to ISAE3000/3402 standard
web-based application
Based on state-of-the-art software development components
Quasi-Monte Carlo Method
carried out at portfolio level as well as at financial instrument level.
Integrated workflow management
Pull mode portfolio information for lag-free calculation
- Value-at-Risk (VaR)
- Component VaR
- Leverage
- Vega
- Liquidity VaR (LVaR)
- Stress tests
done efficiently and stably according to the Quasi-Monte Carlo method on both the portfolio and the financial instrument level. Using our modern technologies, the calculation for an average portfolio is completed in just a few minutes and is also suitable for target portfolios.
The integrated workflow management function allows you to provide portfolio information in pull mode for a calculation without any delays. Planned end-of-day processing at pre-set times can be freely configured according to your needs. The results of the calculations are then placed online and are provided to the defined users as a risk report. Missing data (e.g. the price history of new financial instruments) can be entered and processed using an additional process.
