AIFMD Risk Reporting Services

The Alternative Investment Fund Management Directive ("AIFMD") requires alternative investment fund managers to show that their risk management framework supports the alternative investment funds they manage. MaplesFS provides AIFMD risk reporting services through our integrated online portal, MaplesFS Connect.

Reporting has been specifically developed to capture the specificities of AIFMD requirements. Our team of data analysts source and map data into our reporting solutions, as well as reconcile and validate inputs and outputs.

Our reporting is tailored to the specificities of AIFMD:

  • Investment guideline reporting: including compliance to all limits, exposures, concentrations and leverage;
  • Exposure reporting: including by instrument type, region, top ten sectors, risk country, absolute weights, long and short positions and exposures by issuer;
  • Leverage reporting: including both the Gross and Commitment methods required by AIFMD;
  • Scenarios analysis reporting: impact on portfolio of selected percentage moves;
  • Liquidity reporting: time horizon on portfolio’s ability to liquidate and details on most illiquid investment;
  • Value at risk and stressed tested value at risk reporting: including historical scenarios; and
  • Counterparty reporting: including exposures by counterparty and exposures by ratings.