Risk Manager

We offer you all necessary methods for the determination of regulatory risk indicators incl. Stress testing. These are based on state-of-the-art software development in web-based presentation.

Risk Manager

The Risk Manager offers all the methods and functions required by both UCITSG and AIFMG. Both risk calculation procedures and operating and service processes are certified in accordance with the ISAE3000/3402 standard. In addition to the calculation core, the end user can use a web-based application based on state-of-the-art software development components to flexibly configure customizations such as the company structure, reporting functions, processing procedures, user rights and roles. Through our cooperation partner SynoFin Risikomanagement Service AG, a specialist in the field of risk management, we guarantee strong technical know-how in addition to our IT expertise.

Risk calculation procedure

certified according to ISAE3000/3402 standard


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


Using the quasi-Monte Carlo method, the risk indicators are carried out efficiently and stably at both portfolio and financial instrument level. Thanks to the use of our modern technologies, the calculation of an average portfolio is completed in just a few minutes and is therefore also suitable for planned 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 handled using a complementary process.

The web-based dashboard enables the dynamic display of relevant fund and portfolio information. 

 At any time, from any location and on all common mobile devices.