UCITS
Arkus provides UCITS risk reporting for asset managers and management companies that require reliable oversight and transparent metrics. Our UCITS risk reporting solution supports consistent monitoring across regulated fund structures, delivering accurate exposure measures, comprehensive insights into UCITS liquidity risk and clear reporting aligned with European regulatory expectations.
Your solution
UCITS risk reporting and monitoring
Arkus delivers UCITS risk reporting through an operating framework that combines validated data, proven methodologies and automated analytics. Our solution RiskRadar brings together portfolio-level monitoring and governance reporting within a single, secure environment. By covering all workflows from data validation to report delivery, our UCITS risk reporting framework reduces operational complexity and ensures that UCITS risk oversight remains consistent, transparent and scalable across portfolios and jurisdictions.
UCITS liquidity risk
Dedicated UCITS liquidity risk reporting supports effective oversight by analysing both asset and liability perspectives. Time-to-liquidation metrics, redemption stress scenarios and liquidity indicators across defined time horizons provide a clear view of potential risk under normal and stressed market conditions. The stressed analysis includes historical scenarios for both the asset and liability side.
Global exposure
Risk reporting includes measurement of global exposure using VaR (absolute or relative) and the commitment approach. Netting and hedging effects are reflected in line with ESMA requirements to support consistent UCITS risk oversight. VaR reporting is supplemented by the sum of notional leverage in line with regulatory requirements.
Counterparty risk
Our solution provides clear visibility of exposures arising from deposits and OTC instruments, presenting gross and net counterparty metrics to support transparent monitoring.
Concentration risk
Multi-dimensional concentration analysis supports UCITS risk reporting across issuers, asset types, ratings, sectors and other relevant attributes.
FX exposure
UCITS risk reporting includes a transparent breakdown of currency exposures across direct investments, derivatives and hedging instruments.
Stress testing
Historical and hypothetical stress scenarios form a core component of UCITS risk reporting – with position-level contributions supporting robust risk assessment across market environments.
UCITS liquidity risk
Dedicated UCITS liquidity risk reporting supports effective oversight by analysing both asset and liability perspectives. Time-to-liquidation metrics, redemption stress scenarios and liquidity indicators across defined time horizons provide a clear view of potential risk under normal and stressed market conditions. The stressed analysis includes historical scenarios for both the asset and liability side.
Global exposure
Risk reporting includes measurement of global exposure using VaR (absolute or relative) and the commitment approach. Netting and hedging effects are reflected in line with ESMA requirements to support consistent UCITS risk oversight. VaR reporting is supplemented by the sum of notional leverage in line with regulatory requirements.
Counterparty risk
Our solution provides clear visibility of exposures arising from deposits and OTC instruments, presenting gross and net counterparty metrics to support transparent monitoring.
Concentration risk
Multi-dimensional concentration analysis supports UCITS risk reporting across issuers, asset types, ratings, sectors and other relevant attributes.
FX exposure
UCITS risk reporting includes a transparent breakdown of currency exposures across direct investments, derivatives and hedging instruments.
Stress testing
Historical and hypothetical stress scenarios form a core component of UCITS risk reporting – with position-level contributions supporting robust risk assessment across market environments.
Reliable data and technology
Your trusted foundation
A strong UCITS risk reporting framework starts with trusted data. Arkus applies systematic data quality checks and enhances portfolio information with validated market data from established providers such as Bloomberg and Refinitiv. Our software solution RiskRadar operates in a secure and resilient IT environment, supporting stable daily processing and consistent delivery of UCITS risk reporting outputs. Reports are continuously maintained to reflect regulatory developments and evolving supervisory expectations.
Insights
Governance and oversight
Do you have any questions?
Arrange a non-binding conversation and discuss your UCITS reporting and monitoring requirements with our specialists Martin Ewen and Andrea Brevi.
Contact us