"Before you attempt to beat the odds, make sure you can survive the odds beating you"
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Sigmania helps your firm meet one-off and ongoing risk requirements for AIFMD compliance, for example those below:
"AIFMs will be required to establish and maintain a permanent risk management function. The persons responsible for risk management shall establish effective policies and procedures to identify and monitor risks to each AIF's investment strategy and ensure that the risk profile disclosed to investors is consistence with the limits set in accordance with the Regulation. The risk management function must be functionally and hierarchically separated from the operating units of the AIFM" (see Support and Interim CRO)
"AIFMs will also be required to have a liquidity management policy in place that is reviewed on an annual basis."
"AIFMs are required to establish accounting policies and procedures and valuation rules to quickly deliver to its regulator a true analysis of its financial position. The AIFM must also conduct initial and periodic due diligence in the selection of any external valuer."
Sigmania assists in establishing the required policies and procedures and provides on-going independent third-party risk assurance, supporting you before and after authorisation.
AIFMD and UCITs Risk Monitoring Services
Sigmania provides a daily reporting service for hedge funds and alternative UCITs. Data is obtained independently from service providers with minimum time committment from the investment manager.
- Value at Risk & stress testing
- gross & committment leverage calculation
- post-trade compliance with UCITS and specific prospectus rules
- shareholder disclosures and short selling
- issuer risk and counterparty risk reporting
- liquidity monitoring and assets eligibility tests
- support in Annex 4 reporting
- independent pricing verification for fixed income and level 2 assets (limited coverage)