MiFID Consulting

Investment Manager documentation and KPIs delivered to the Board and AIFM can be very cumbersome and time consuming.

Leverage our services to produce quarterly risk, liquidity, and scenario analysis in line with your jurisdictions’ requirements:

Appendix III Risks

    • Leverage
    • Drawdown
    • Liquidity
    • Settlement Risk
    • Non-Currency Exposure
    • Interest Rate Risk
    • Credit Risk
    • Illiquid Assets
    • UBO Exposure >25%
    • Commodity Delta
    • Investor Base
    • Synthetic Risk

Full Portfolio Analytics

  • Scenario Stress Analysis – Historical (examples):
    • Libya Oil Shock - 2011
    • Japan Earthquake - 2011
    • Russian Financial Crisis – 2008
    • Lehman Default – 2008
  • Portfolio Value At Risk
    • Parametric VaR
    • Historical VaR
    • Monte Carlo VaR
  • Full Liquidity Reporting (live market data)
  • Single instrument analytics (static)
  • Single instrument analytics (historical – delayed)
  • Credit Rating
  • Custom Portfolio Stress Analysis 0ver 20yrs (examples):
    • Interest Rate
    • Treasure Swap Curve
    • Swap Curve Path Progression
    • Swap Curve Evolution to Forward

Note that these services are only available if the fund has appointed a partner AIFM or Investment Manager.