Limestone Platform offers integrated risk management services to investment fund managers. We set up a variety of monitoring tools and other risk management processes in order to verify that fund transactions and operations comply with the investment policy and legal restrictions.
Our well-structured controlling and reporting systems guarantee an effective assessment and management of financial risks and involve a full range of risk indicators adapted to the risk profile, the asset class as well as the investment strategy of each fund. Limestone Platform risk management process takes into account the best market practices and complies with the general ALFI and ESMA guidelines.
The risk management process can, thus be summarized as a recurring cycle of identification, measurement, monitoring and reporting of risks. The risk management services offered include:
- Measurement and monitoring of portfolio risk;
- Risk limits/risk appetite;
- Risk modelling and risk aggregation techniques;
- Regular control of asset evolution for UCITS and SIF vehicles;
- Independent supervision of the NAV;
- Performance assessment of the investment manager;
- Production of risk management reports;
- Computation of various risk measures – Sharpe Ratio, Volatility, Tracking Error, Information Ratio, Alpha and Beta;