Risk and Transparency Solutions

Analyse the drivers of funds’ returns and the risks they are taking. Our suite of risk and transparency solutions give in-depth insights into funds, using a wide range of metrics.

Managers and investors alike need greater transparency. Citco’s reporting services have been developed specifically to provide the granular detail that is required.

Our solutions range from transparency reports, to a risk dashboard, to the hedge fund ‘Open Protocol’ reports developed following the financial crisis. They are all available online through our CitcoOne web platform.

Citco has long been committed to investing in technology to deliver excellence to the alternative investment community. Our risk and transparency reporting solutions are a prime example of this.

Interactive Risk dashboard
  • Exposure and Performance Attribution drill-down
  • Benchmark comparisons and performance metrics
  • Limits and guidelines monitoring
  • VAR, scenario and factor analysis, stress testing
Transparency Reports
  • Suite of standard attribution reports
  • Open Protocol
  • Bespoke calculations and flexible report formats
  • Aggregated reports across multi-asset, multi-fund
Risk computations for Regulatory Reporting
  • Form PF, AIFMD, PQR, BASEL III, Solvency II

 

 

 

Our contacts

Philip Tham

Philip Tham

Head of Risk and Valuation, Fund Services

T+1 201 793 5500
Eptham@citco.com

Manmeet Thethi

Manmeet Thethi
T+44 (0)20 7290 1350
Emthethi@citco.com
LLondon