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We help you master your requirements so you can focus on your business!

Deutsche Börse Frankfurt

For funds according to UCITS and AIFMD, we cover your back in risk management with the following superpowers:

  • Calculation of Value at Risk (VaR) including back and stress testing in accordance with CSSF-18/698 and Derivateverordnung

  • Calculation of commitmet approach (Lux) and einfacher Ansatz (D) according to CSSF-18/698 and Derivateverordnung

  • Determination of the liquidity risk - including liquidity stress testing according to ESMA Guitdelines

  • Sum of notionals / sum of the nominal values

  • AIF commitment and gross leverage

In addition to the classic "number crunching", we play out other strengths in the

  • Qualitative risk management for alternative investment funds

  • Creation of documentation and guidelines such as risk management principles and procedures

  • Risk profiles

  • Validations of the risk model according to ESMA 10/788

  • Determination of data for reporting according to AIFMD Annex IV (AIFMD reporting)

Risikomanagement: Dienstleistungen
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