Spending too much time and money on UCITS compliance?

Requirements of UCITS

  • Reports on risk should be manually reviewed and validated – a paper trail is essential to remain compliant
  • Daily risk reports should be exported and held for future auditing and review
  • Each UCITS fund using the VaR approach should conduct a rigorous, comprehensive and risk-adequate stress testing program
  • A UCITS fund should monitor the accuracy and performance of its VaR model by conducting a back testing program

Risk Limits Monitoring module: risk dashboard

Risk Limits Monitoring module: risk dashboard

The Risk Limits Monitoring module within StatPro Revolution can help you comply by:

  • Establishing, implementing and maintaining a documented system of internal limits concerning the measures used to manage and control the relevant risks
  • Conducting a rigorous, comprehensive and risk-adequate stress testing program
  • Monitoring the accuracy and performance of its VaR model, by conducting a back testing program
  • Commenting on and exporting daily risk reports, breaches and warnings
  • Computing the leverage
  • Monitoring the liquidity risk of the assets included in the portfolio

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