Investment Compliance & Limits Management

• Manage your internal limits or customers’ constraints building multiple structures with several hierarchical levels
• Monitor investment regulatory constraints for any type of investment fund and asset class
• Monitor investment profiles of private portfolios based on investment strategies
• Monitor exposure of margin accounts and create your own criteria for real-time monitoring
• Compliance functions can be interfaced to external compliance engines to perform pre-trade and post-trade checking
• Rules-based compliance limits support regulatory, client and risk constraints on investment portfolios
• User defined creation of quantitative and qualitative limits, combinations, formulas, if statements, alerts & multiple level warning messages
• Daily detailed compliance checks of investment profiles, risk budgets, regulatory constraints, exposures etc.
• Compliance functions can be interfaced to external compliance engines to perform pre-trade and post-trade checking

Quantitative limits enable users to oversee the regulatory compliance, risk assessment and internal evaluation. Specifically, the limit can be assigned from the thinner level i.e. product to the wider level i.e. portfolio group.

• Over 200 variables

The system covers over 200 variables, including exposures, sensitivity measures, absolute and relative risks and returns, stop losses, transactions, positions, Risk/Return measures, etc.

• If Statements

While each limit can stand alone as a single threshold to be monitored, there could be a case where the limit will be checked if another one is breached. Thus, the “if statement” is available for such cases.

• Combination limits

On top of that, the limits could be combined into a broader limit in order to facilitate the monitoring of the overall compliance. Therefore, the user will have the choice to connect several limits, with AND/OR statements, in order to monitor not only each limit separately but also all together as one limit.

• Alerts

As the main aim of this module is to visualize the results, alerts should be defined. However, limits, limit targets and limit tolerance are not static. They must be updated with changes in a company’s environment, strategy and performance.

To that extent the user will have the freedom to set:

• Limit target (date that limit starts to apply, expressions, threshold, message
• Limit tolerance (symbols, severity levels (indicates the rate of deviation from target)

With these limits the user can receive qualitative indications regarding the investment process, the fulfilment of reporting obligations, the compliance with committee’s guidelines and the good standing of the investment company.