AIFMD Reporting

Risk management regulations concern all type of funds including hedge funds, private equity and real estate. The proposed directive on Alternative Investment Fund Managers (AIFM), as prescribed in the original EU Directive and clarified further through relevant ESMA guidelines (Annex IV) requires, amongst other things, the disclosure on risk management and internal processes and the implementation of risk management systems to measure and monitor effectively all risk associated with the activities of the fund.

Main Features

System functionality based on AIFM directive:

  • Ιdentification and report of information for AIFs and their investment managers
  • Investment strategies breakdown analysis
  • Identification of principal exposures & concentration
  • Instruments traded and individual exposures
  • Calculation of of risk metrics and market risk profile definition
  • Categorization and estimation of counterparty exposures and calculation of collateral portfolios
  • Monitoring of fund's and investor's liquidity risk profiles
  • Measurement of unsecured and collateralized borrowings
  • Operational and other risk aspects
  • Design and execution of stress testing scenarios