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UCITS Funds
The investment industry is moving past UCITS III towards the new regulatory environment of UCITS IV (July 2011). Already UCITS III propelled risk management to the center of the investment process and confirmed that integrated risk management is a key advantage in a highly competitive environment. The soon-to-be-implemented UCITS IV reinforces this vision. A critical challenge to any new UCITS fund is the successful and cost-efficient implementation of the regulatory requirement of a formal Risk Management Process (RMP). Sound RMP requires reliable risk measurement systems that meet the needs of regulators, fund managers, and clients. This RMP must include:
- Stress testing capabilities
- Reports on tracking errors, volatility and VaR
- Historical and Monte-Carlo simulations
- Attribution by country and sector
- User-defined investment style analysis
- Calculations based on different time periods
- What-if simulations
- Capture of up-to-date market prices
- Regular, intelligible and timely reporting capabilities
If you are looking for a RMP that meets all of UCITS requirements, consider Riskdata's integrated solution. We offer a unified platform that provides both the return and the position-based style analysis with all the features required by UCITS regulations. Our cutting-edge solutions offer advanced VaR computing and stress testing. You can run historical prices, conduct extreme diversification analysis and make fund comparisons based on risk profiles. Our RPM is built on non-linear factor analysis of returns, which is unique, and is capable of in-depth analysis of the true change in behavior of all asset classes under market regime changes, including severe market stress.
“This is a challenging and exciting time for risk managers and senior executives should be seeking more from risk management. Their role needs to evolve as financial institutions increasingly recognize the opportunities and value of a better understanding of risk.”
Phil Rivett
PricewaterhouseCoopers UK
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