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UCITS risk reporting

Designed to meet the daily risk reporting requirements of the European Directive of the Undertakings for Collective Investments in Transferable Securities (UCITS), RBC Dexia’s UCITS Risk Reporting service also helps asset managers achieve greater internal risk control by providing detailed insight into a fund’s risk exposure.

Full-service solution
UCITS Risk Reporting combines industry-leading VaR (Value-at-Risk) methodology with the proven operational efficiencies of RBC Dexia’s Risk and Investment Analytics group. Leveraging underlying client and market data, our risk reporting service delivers an independent, full-service risk measurement solution that alleviates the complexity and cost of providing regulatory-compliant reports.

Some of the key features of UCITS Risk Reporting include:

  • daily reporting based on UCITS regulatory risk requirements
  • ability to handle complex investment instruments
  • sophisticated Monte Carlo VaR methodology
  • layered insight—from overall portfolio to individual securities
  • facility to track expected shortfall values beyond the given confidence interval
  • back-testing to validate the accuracy of calculated VaR results against hypothetical gains or losses
  • mandate-specific stress tests based on extraordinary market events
  • identification of VaR by type, including equity, currency, interest rate market risk, total interest rate market risk and Vega risk
Reliable and accurate insight
UCITS Risk Reporting is an end-to-end solution that provides reliable and accurate insight into your portfolio’s risk—a seamless and cost-effective way to simplify regulatory risk reporting.

Contact Us
For more information on our full range of risk and investment analytics products and services, please contact:

North America:
Toronto
Tel: 416 955 5641
Fax: 416 955 8820

Vancouver
Tel: 604 665 8400
Fax: 604 665 8441

Montreal
Tel: 514 876 2495
Fax: 514 876 7670

Europe/UK:
Tel: +352 2605 3335
Fax: +352 2460 9500

Asia-Pacific:
Tel: +61 2 8262 5088
Fax: +61 2 8262 5494