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BMA Solutions & Tools


BMAnalytics

UCITS, Hedge Funds and Debt Funds

BMAnalytics is a powerful solution for pricing, analysis, risk metrics calculation and risk scenarios building dedicated to UCITS, Hedge Funds and investment in credit and credit-linked instruments on the on hand and for regulatory risk calculations (e.g. PriiPs, SCR, AIFMD Annex IV Report).

BMAnalytics embeds a complete library of pricers on cash and derivative positions addressing the specificities of all investment instruments (direct line or derivative positions) such as equity, fixed income, credit, foreign exchange.

The ever-growing library of BMAnalytics pricers and risk metrics follows through the evolving regulatory requirements through BMA’s regulatory watch.

BMAnalytics risk management toolbox allows to rapidly build and simulate complex risk management and stress testing scenarios.

Sub-sets of BMAnalytics are dedicated to regulatory risk calculation. A permanent regulatory watch and in-house development capacities enable the highest reactivity to regulatory changes. 

BMA Portfolio Analytics

Investments in real assets, private equity, real estate funds

BMA Portfolio Analytics is the innovative performance and risk analytics web platform dedicated to illiquid investment and real asset portfolios, such as private equity, real estate and infrastructure.

Cloud-based application, BMA is mainly offered as SaaS.

Powerful analytics for illiquid investment portfolios

BMA Portfolio Analytics toolbox includes:

  • Sophisticated slice&dice analytics
  • Key performance metrics
  • Projected vs. Realized cash flows analysis
  • Generalized sensitivities
  • Specific risk indicators per asset class (IRR-at-risk, Stressed NPV…)
  • Stress testing / reversed stress testing

For an overview, see Introduction Portfolio Analytics and BMA Portfolio Analytics General Overview

Dedicated support, training and custom dashboard offering to ensure a smooth hands-on implementation within your risk management team.

Development of dedicated tools

BMA develops custom risk management tools solutions for management companies, for specific liquidity risk monitoring in particular.

Our custom solutions are perfectly suited for management companies wishing to enhance their compliance with UCITS and AIFs regulatory requirements*

Example of development of dedicated tools for clients

All UCITS and AIFs asset management companies need to comply with Risk Management best practices and to implement liquidity risk management solutions suited to the investments in portfolio.

Sample tools implemented by BMA Risk Management expert team


* Liquidity risk management regulatory requirements for UCITS and AIFs

  • Article 45 (3) and (4) of CSSF Regulation 10-4 and point III.1.4 of CSSF Circular 11/512,
  • Article 16 of Directive 2011/61/EU of the European Parliament and of the Council of 8 June 2011 on alternative investment fund managers ("AIFM Directive"), as supplemented by the Commission Delegated Regulation (EU) No 231/2013 of 19 December 2012 supplementing Directive 2010/61/EU of the European Parliament and of the Council with regard to exemptions, general operating conditions, depositaries, leverage, transparency and supervision (the "Delegated Regulation")
  • International Organization of Securities Commission (« IOSCO ») Recommendations and good practices of 1st February 2018 for Liquidity Risk Management for Collective Investment Schemes,
  • European Systemic Risk Board (« ESRB ») Recommendation of 7th December 2017 on liquidity and leverage risks in investment funds, and
  • ESMA Guidelines on Liquidity Stress-Tests in UCITS and AIFs (September 2019)