Fact Sheet

Reducing the cost and
complexity of compliance
THE BENEFITS
Regulation is putting pressure
on asset managers. One of the
AWARD WINNING RISK LIMITS AND COMMITMENT
most important events in the
LEVERAGE MONITORING
regulatory landscape has been
•
•
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Portfolio VaR including VaR ratio for relative analysis against
the implementation of the AIFM
benchmarks or reference portfolios
Directive in 2014. StatPro’s risk
Gross leverage, UCITS leverage and commitment
limits and commitment leverage
leverage calculated
monitoring module calculates
Coverage of complex derivatives with identification
the commitment exposure of a
of uncovered assets
portfolio, satisfying the complex
rules designed for derivative
COST EFFECTIVE UCITS AND AIFMD COMPLIANCE REPORTING
instruments, including
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Per portfolio model with unlimited users and sites*
pre-defined UCITS and
•
Manage all your regulated funds on a single analytics platform
AIFMD (Annex IV) reports.
with data included
•
Designed for UCITS and AIFMD regulations, responding to
ESMA guidelines and reflecting ALFI, CSSF and FCA inputs
VISUAL AND TRANSPARENT ANALYSIS OF REGULATED FUNDS
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Visual illustrations of all your regulated funds
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Monitoring of computed results via a traffic light approach
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Complete transparency and drill-down into
the commitment approach calculation
CENTRALIZED REPORTING CONTENT AND MANAGEMENT
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Full audit trail with user defined validation and online
comments function
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Predefined compliant reports for both AIF and UCITS funds
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Wide range of custom report and export functions to PDF,
Excel and database formats
Best Buy-Side Risk Management Initiative
over the Last 12 Months
Winner
StatPro
Meet compliance challenges head on
THE FEATURES
◴
Calculation of UCITS-AIFMD
commitment numbers – delta, time to
maturity, interest rate duration and
equivalent underlying asset positon


Award winning liquidity risk and liquidity
stress calculations and analysis
Clean back-testing monitoring with evidence
of breaches (expected, allowed, observed)

⚑
Commitment leverage including after FX
in both graphical and tabular view
netting, IR duration netting and exclusions
⚒
Automatic flagging of commitment rules
Ability to set customizations across
different portfolios in terms of analysis
and possibility for users to override their
settings, limits and early warnings,
own decisions and underlying exposures
leverage monitoring, and stress tests
⚠
Stress testing and sensitivity analysis

Automatic generation of reports/
with access to over 1,300 pre-defined
analyses/data extracts with three
stress scenarios and sensitivities
solutions; Revolution-i, MS Excel
pooled by StatPro and key clients
Add-in, and our Web API
StatPro Revolution Risk Limits and
Commitment Leverage Monitoring
* Fair usage policy applies
StatPro Group plc is a public limited company registered in England. Registration number: 2910629