We can provide a comprehensive risk management service to new, emerging and established managers including risk profiling, risk measures analysis (including VaR, MtE, leverage, liquidity), limits setting and monitoring, and stress testing.
Our framework upholds best practice within the alternative investment community and offers an effective and cost efficient solution for delegated portfolio risk management. In order to provide a flexible software platform that combines familiar and widely accepted risk models with additional depth of insight, we have combined industry leading risk analysis applications with our own proprietary software. The robustness of our platform has been validated many times over through periods of market turbulence.
Our portfolio risk management framework includes:
- Risk profile assessment
- Limits setting and monitoring
- Leverage and Margin-to-Equity calculation
- VAR calculation
- Market risk calculation
- Concentration/exposure risk analysis
- Correlation analysis
- Stress scenario modelling and testing
- Liquidity assessment
- Reporting on all relevant risk measures and limits
Our framework also includes operational risk assessment and management. Often overlooked, operational risk management is critical to any alternative investment management business and forms an essential part of the due diligence review by investors prior to making an allocation. Our comprehensive services include governance and corporate policy scoping, risk and internal control assessment, and compliance monitoring.
Should you wish to receive additional information, please download our Risk Management Flier or contact us directly at+44 20 7839 5081 or at info(Replace this parenthesis with the @ sign)AIFMhosting.com