VPD introduces a UCITS IV Risk Reporting solution based on the flagship product VPD Risk & Performance

23 November 2011

VPD is a leading provider of solutions to the asset management industry. The flagship product suite – VPD Risk & Performance – provides functionality and value to asset management operations. It covers a number of functions like GIPS, Attribution, Reporting and Enterprise Data Management with a special edge on risk and performance functions.

In close collaboration with clients, VPD has developed a reporting package to meet regulatory and analytical requirements for RISK. The solution is closely linked to the guidelines on how to calculate and report risk under UCITS IV published by CESR (the Committee of European Securities Regulators).

The user may choose to calculate measures directly as part of VPD Risk & Performance, and/or to integrate external risk calculation engines for this purpose.

“Using VPD Risk & Performance, you are in control of an automated process to meet regulatory requirements cost effectively”, says Johan Lundman, Managing Director at VPD, and adds: “As a result the asset manager will build a database of risk and position data, which will be extremely valuable in any ad-hoc analytics and when reporting to management and clients”.

The solution, VPD Risk Reporting, is currently focused to meet typical UCITS IV requirements. Solvency II and Basel III are other regulations that will require similar initiatives, and therefore will be introduced as part of the solution.

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