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Risk Reporting


The data management and calculation functionalities are implemented within the BMASystems' BMAnalytics library to produce the complete sets of risk reports for investment funds and management companies.

UCITS Risk Management report

BMA produces UCITS / UCITS-like risk management reports covering all financial risks. They typically include the global exposure (commitment or VaR/Stress-tests), credit and counterparty risk analyses (reducing the reliance on external credit ratings), liquidity risk (Cf. infra), as well as risk-adjusted performance analyses.

Liquidity risk report

The liquidity risk reporting solution is compliant with the ESMA Guidelines (ESMA34-39-882 – Guidelines on liquidity stress testing in UCITS and AIFs) and the Circular CSSF 19/733.

Stress tests Money Market Funds

All stress test reporting are compliant with the current regulatory requirements. They provide the full range of analyses and risk measurements, as defined in ESMA Guidelines (ESMA34-49-115 - Guidelines on stress tests scenarios under Article 28 of the MMF Regulation).

PriiPs

BMA PriiPs calculation and reporting solution is compliant with the PriiPs regulation, and regularly updated. It covers all AIFs strategies, UCITS/UCITS-like but also Real Estate, Private Debt and Private Equity.

SCR Solvency II

The SCR Solvency II reporting solution leverages on BMA expertise in regualtory capital optimization, as well a efficient data management technology, enabling the production of TPT / Club Ampère reports.

AIFMD Annex IV

All required calculations (e.g. Leverage under the commitment and gross approach, generalized sensitivities, liquidity and market stress-tests) as well as the reporting delivery in the official format (xml for regulators, pdf for internal reporting purposes) through official secured platforms are performed by BMA.

The AIFMD Annex IV report will also be delivered in an Excel format, compliant with the standard ESMA format.

Within these services offers BMA ensures the regulatory watch going forward and will proceed in updating the reports according to any changes in regulatory requirements.