The Alternative Investment Fund Managers’ Directive or AIFMD as it is more commonly known, is a measure drawn up by the European commission after the 2008 financial crisis to aid regulation of financial services.
The European Union’s regulatory reporting template is commonly referred to as Annex IV. Annex IV reporting is a part of AIFMD and is all encompassing, affecting both alternative investment managers (AIFMs) and alternative investment funds (AIFs). The report may be one of the biggest challenges facing those affected by the regulation and requires detailed information regarding investment strategies, mark to market values, exposures, portfolio concentration, total value of assets under management and the instruments in which investments are made. The highly detailed report is submitted to regulators as part of their ongoing efforts to monitor systematic risk.
See how StatPro’s award winning Risk Limits and Commitment Leverage Monitoring Module can help with AIFMD compliance.
Other UCITS related terms
- Absolute VaR
- Annex IV Reporting
- Back Testing
- Calmar ratio
- Commitment Approach
- Contribution to Potential Upside (or Component Potential Gain)
- Counterparty Risk
- Do you have the right toolset to tackle UCITS IV?
- Do you know the risk and exposure of your portfolios? - UCITS Infographic
- Event Risk
- Expected Shortfall (or Conditional VaR or CVar)
- Global Exposure
- Management Company Passport
- Master Feeder structures
- Relative VaR (UCITS)
- SRRI (Synthetic Risk & Reward Indicator)
- StatPro releases upgrade to Revolution cloud services
- StatPro Revolution adds ‘commitment approach’ to provide comprehensive AIFMD & UCITS compliance
- Systematic Risk
- Tackling UCITS IV with StatPro Revolution
- Think Global, Act Local
- Undertakings for the Collective Investment of Transferable Securities (UCITS)
- Unsystematic Risk
- VaR approach