View your portfolio, risk metrics and compliance on one screen, in realtime, and completely configured to your preferences. Our Hedge Fund Risk Management software provides a portfolio analysis to allow performance indicators, risk metrics and exposures to be monitored. The PMS integrates dedicated risk management tools with VaR and stress test functionalities. Fully integrated with Bloomberg’s PORT function with additional risk analytics, HedgeGuard PMS allows you to monitor and aggregate exposures based on third-party risk.
The HedgeGuard PMS carries out a full computation of Historical VaR and can display an additive breakdown of total risk at the sub-portfolio and security level, whilst also calculating the Expected Shortfall. Each user has the ability to assign and store their own risk analytics through the custom field mechanism.
Monitor your KPIs
In addition to the above risk metrics, the HedgeGuard PMS offers hedge fund regulatory reporting and additional risk metrics.
Liquidity Analysis (time to sell)
Credit rating Analysis
Standard Deviation / Volatility
Yield to Maturity
Yield to Worst
Greeks for Options
Manage all your in-house and regulatory compliance restrictions :
Our Hedge Fund Compliance Software ensures you to follow the requirements of the major regulatory bodies. Our experts will be there to implement your in-house rules to make sure you are compliant and remain within your risk requirements. HedgeGuard will keep you posted on changes and trends in terms of compliance and risk and will provide you with solutions accordingly.
Minimum net assets>300 k€ OTC Contracts per counterparty < 10% Deposits (<100%) Fixed term deposit > 12 months Non-EEA fixed term deposit Deposit per counterparty <20% UCITS holdings <25% Short Term Debt Securities < 10% Limits on forward contracts on goods Money market instrument (100%) Precious metals Temporary prohibited Operations Max 10% per Issuer Cumulative ratio Overall risk ratio <100% Non Voting Rights shares Non conventional assets (10%) OTC financial contacts <10% OTC financial contacts <5% Guaranteed issuers AIF meeting the 4 criteria (prohibited) Investment in eligible securities Mortgage bonds UCITs of UCITs (prohibited) 5/10/40 Rule Short selling 20% per issuer group
In house rules
We integrate your own internal compliance obligations.