RISK MANAGEMENT.

Providing Robust independent and flexible risk management services to financial institutions in the Fund Management Industry. 

RISKRADAR, YOUR ONLINE RISK MONITORING PLATFORM.

An interactive online platform that manages and monitors portfolio risk for a variety of UCITS/AIF fund structures and investment strategies.

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“A risk management process is key in protecting investors from risks to which UCITS are exposed in relation to the performance of the activity of the collective portfolio management.”

- ESMA (European Securities & Markets Authority)

Independent & Flexible Approach to Risk Management

Our Risk Service offering is NOT based on the traditional model of purchased software on the client’s side. Our clients do not have to invest in technology, nor hire staff to run all these aspects nor take care of the data management. Arkus integrates all of these moving parts into one service offering allowing our clients to focus on their core business. 

We collect all the data from the fund administrator and or custodian bank and check it for completeness and accuracy before we upload it in our proprietary system RiskRadar where the risk calculations are carried out. The resultant metrics and the underlying analysis are used to create meaningful reports for all types of risk metrics. 

UCITS Compliant Risk Reporting

AIFMD Compliant Risk Reporting

Bespoke reporting services

Risk consultancy services

UCITS Reporting

  • Global Exposure

    VaR (Absolute or Relative) vs. Commitment (Incl. Netting -/Hedging arrangements)

  • Liquidity Risk Monitoring

    Asset and Liability Side (incl. stress test of redemptions)

  • Counterparty Risk

    OTC Limits and combined

  • Concentration Risk

    Portfolio concentrations across several dimensions and sub categories

  • FX Exposure

    Breakdown of currency exposures across investments and portfolio investments

  • Stress Testing

    Historical as well as factor stresses

  • Synthetic Risk Reward indicators

    Including alert if SRRI is falling outside the current risk class

AIFMD Reporting

  • Market Risk Profile

    Drafting/revision of risk profile & RMP - IRR - Net Equity Delta - Net DV01 - Net CS01

  • Liquidity Risk Profile

    Liquidity Report

  • Counterparty Risk

    Counterparty Report

  • Borrowing & Exposure Risk

    Leverage (Gross Method, Commitment Method)

  • Stress Testing

    Risk Scorecard

  • Concentration Risk

    Portfolio concentrations across several dimensions and sub categories

  • Operational Risk

    Risk Assessment profiling & Reporting Tool

  • Annex IV Report

    Risk Related Fields (CS01, DV01, VaR, Leverage, Stress Testing, etc..)

Risk Consultancy

Experts in investment risk management, Arkus has the resources and knowledge to support you in multiple areas of risk-related topics. The creation of a Risk management process and the related Risk Profile of your portfolios can be a complex and time-consuming procedure considering the continuous regulatory changes. We can assist you in that process by putting at your disposal the necessary expert resources. Our consultancy services consist of the following: 

  • Risk Model Validation

    Validation of model as per the ESMA 10/788 standards

  • Review of Risk Management Procedure

    Analysis of respective and relevant documentation

  • Drafting of Risk Management Process & Policy

    In accordance to the Laws and regulations

  • Drafting of Risk Profiles

    Comprehensive Methodology and Proven Track-Record

  • Support to Permanent Risk Management Function

    Pre-defined agreement

  • Ad-Hoc Support

    Flexible risk consultancy and support

Industry News & Events

VOLATILITY RISK NEWSLETTER - APRIL EDITION

14th April 2021 – Newsletter

ALFI EUROPEAN RISK MANAGEMENT CONFERENCE

26th October 2020 – Event

ESMA RECOMMENDATION ON LIQUIDITY RISK FOR FUNDS

26th February 2020  – News

Monthly Market Volatility risk newsletter

April Edition available here

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Contact

Business Development

Sergio Lopera

sergio.lopera@arkus-fs.com

+ 44 (0) 207 264 2027

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General Enquiry

info@arkus-fs.com

T : + 352 42 26 11 111

F : + 352 42 26 399

Luxembourg - HQ

European Bank & Business Centre

6B Route de Trèves

L-2633

Senningerberg

London

150 Minories

City Of London

London

EC3N 1LS

DUBLIN

Ferry House

48-53 Mount Street

Lower Dublin 2

Ireland