GUARDIAN – Risk Management & Compliance

With this module you have the complete and continuous monitoring of portfolio risk:

• Automatic setting on funds and SICAVs of all UCITS and AIFMD regulatory limits. Calculation of limits according to the committed approach and VaR approach.
• Possibility for the user to set any type of limit: regulatory; mandatory; prospectus; discretionary. Alert generation in case of approaching the limits already set.
• Automatic control of the exposure of all portfolios and funds to the rules that have been set to ensure maximum safety of all trades and even to real-time monitor passive breach caused by market up&downs. A recap file can be sent to the risk manager.
• Several risk analysis reports, stress test scenarios, calculation of the portfolio VAR and all the main synthetic indicators (sharpe, volatility, max drawdown, correlation, etc.).
• Pre-compliance validation of all transactions entered in real time. For each trade entered, the software records a digital document that cannot be modified by the user which contains the operation log which summarizes the details of the operation and the outcome of the pre-compliance check. Specific post-compliance reports and interface dedicated to the massive control of the status of the limits on all or groups of funds, with the possible periodic sending of limit monitoring reports via email.
• VAR calculation model and specific fund risk breakdown report according to analysis of market risk, credit risk, counterparty risk, concentration, liquidity risk, as well as a VAR backtesting section and Stress Test Scenario, for which a primary Luxembourg auditor reviewed and certified that the risk report generated by Guardian is fully compliant with the risk monitoring and analysis requirements of the Luxembourg CSSF.
• Automatic generation of all reports required by UCITS, MIFID II or AMFD regulations, with the automatic generation of reports to supervisory bodies such as Transaction Reporting or EMIR, or specific reports required by CSSF, MFSA, FINMA, CONSOB or BANKIT