Risk and compliance system | Portfolio Management System

Best in class risk & compliance module | Hedgeguard Financial Software

Streamline your operations

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 Risk and compliance system offers hedge fund regulatory reporting and additional risk metrics.

Exposure

Currency Analysis
Country Analysis
Liquidity Analysis (time to sell)
Credit rating Analysis
Industry sectors
Market Cap

Analytics

Sharpe Ratio
Sortino Ratio
Standard Deviation / Volatility
Beta
Correlation
Information Ratio
Jensen’s Alpha
R-Squared
Tracking Error
Skewness
Kurtosis
Active Share
Drawdown
Duration
Modified Duration
Yield to Maturity
Yield to Worst
Greeks for Options

Manage all your in-house and regulatory compliance restrictions :

Our Risk and Compliance system 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.

UCITS IV

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

Limited tax investment scheme for EAP (French legislation)

75% minimum of the EAP
Minimum net assets > 300 K€
OTC Contracts per counterparty < 10% Deposits <10% Fixed term deposit > 12 months
Non-EEA fixed term deposit
Deposits by credit institution (prohibited)
UCITS holdings <25%
Transferable Debt Securities < 10%
Limits on forward contracts on goods
Money market instrument (25%)
Euronext Access prohibited
Precious metal
UCI (10%)
Temporary prohibited Operations
Max 10% per issuer
Cumulative ratio
Overall risk ratio <100%
Non Voting Rights shares
Derogatory assets (10%)
OTC financial contacts <10%
OTC financial contacts <5%
Guaranteed issuers
Hedge Funds abiding by the 4 criteria regulation
Investment in eligible securities
Mortgage bonds
UCITs of UCITs (prohibited)
5/10/40 Rule
Short selling
20% per issuer group