Risk Monitoring Solutions – Highwire Extensions

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Risk Monitoring Modules

We provide comprehensive out-of-the-box Risk Monitoring modules which are designed to fully meet the regulatory requirements and are backed up by in-depth training and best practice RMP documentation.

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Risk Monitoring Resources

Regulatory Requirements

UCITS
AIFMD
SEC

Key Features

Comprehensive Monitoring
In-depth Training
RMP Documentation
Outsourced Risk Services

Derivatives

We accurately and transparently monitor for derivatives in accordance with
the UCITS and AIFMD provisions.

Time-series reporting for:

Commitment Exposure – UCITS and AIFMD
Notional Exposure – UCITS
AUM calculated under Article 3 – AIFMD
Gross Exposure – AIFMD
Value-at-Risk

Our Derivatives Functionality:

Look through to underlying of derivative, including for UCITS position (issuer-concentration) risk
De-composition of indices and baskets (required for shareholder disclosure rules)
Global Exposure commitment approach in accordance with ESMA guidelines for UCITS and AIFMD, including for netting and hedging
Notional Leverage / Gross Method calculations in accordance with ESMA Guidelines for UCITS and AIFMD
Counterparty Exposure calculation in accordance with ESMA guidelines, including for netting and collateral
Cover monitoring for cash and physically settled derivatives
Re-calculation of derivatives valuation
Collateral monitoring
Change identification – identification of new instruments, strategies, exchanges, and counterparties used on funds

Time-series reporting for:

Commitment Exposure – UCITS and AIFMD
Notional Exposure – UCITS
AUM calculated under Article 3 – AIFMD
Gross Exposure – AIFMD
Value-at-Risk

Our Derivatives Functionality:

Look through to underlying of derivative, including for UCITS position (issuer-concentration) risk
De-composition of indices and baskets (required for shareholder disclosure rules)
Global Exposure commitment approach in accordance with ESMA guidelines for UCITS and AIFMD, including for netting and hedging
Notional Leverage / Gross Method calculations in accordance with ESMA Guidelines for UCITS and AIFMD
Counterparty Exposure calculation in accordance with ESMA guidelines, including for netting and collateral
Cover monitoring for cash and physically settled derivatives
Re-calculation of derivatives valuation
Collateral monitoring
Change identification – identification of new instruments, strategies, exchanges, and counterparties used on funds

ATLAS Funds Training

Learn more about our online portal which contains detailed analysis and training on a number of Global Fund Regulations.

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For more information or to see a demo of our Risk Monitoring solutions, please complete the form below. A member of our team will contact you as soon as possible.