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 • • • 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 • 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 • Visual illustrations of all your regulated funds • Monitoring of computed results via a traffic light approach • Complete transparency and drill-down into the commitment approach calculation CENTRALIZED REPORTING CONTENT AND MANAGEMENT • Full audit trail with user defined validation and online comments function • Predefined compliant reports for both AIF and UCITS funds • 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