Absolute VaR June 6, 2013 Absolute VaR is defined as the VaR of the UCITS capped as a percentage of NAV (Net Asset Value). Other UCITS related terms Absolute VaRAIFMDAnnex IV ReportingBack TestingCalmar ratioCommitment ApproachContribution to Potential Upside (or Component Potential Gain)Counterparty RiskCSSFDo you have the right toolset to tackle UCITS IV?Do you know the risk and exposure of your portfolios? - UCITS InfographicDV01ESMAEvent RiskExpected Shortfall (or Conditional VaR or CVar)Global ExposureKIIDManagement Company PassportMaster Feeder structuresMiFIDRelative VaR (UCITS)SRRI (Synthetic Risk & Reward Indicator)StatPro releases upgrade to Revolution cloud servicesStatPro Revolution adds ‘commitment approach’ to provide comprehensive AIFMD & UCITS complianceSystematic RiskTackling UCITS IV with StatPro RevolutionThink Global, Act LocalUndertakings for the Collective Investment of Transferable Securities (UCITS)Unsystematic RiskVaR approach