A

s it is well-known, AIFMD lays down rules for the authorization, ongoing operation and transparency requirements in fund managers’ fund registration, valuation and reporting processes. AIFMD reports require managers to provide information including instruments traded, exposures, asset under management, liquidity profiles, a breakdown of investments by type, geography and currency, counterparty exposure and stress test and sensitivities results.

 

Following this statement, OTCFin loads, processes, completes and integrates all the information to help the firm to establish “appropriate and consistent” procedures to allow for the independent valuation of a fund’s assets.

 

We provide the Directive information in different formats:

 

  • Excel
  • PDF
  • UK FCA XML schema with Gabriel schema validations.

 

Form PF (Private Fund)

 

On the other side, Form PF requires advisors to provide an unprecedented level of detail of their investment funds, including information on types of assets managed, counterparties, risk management, financing and leverage and more, as FSOC’s particular interest are systemic exposure to specific financial institutions and credit counterparties, concentration of fund investments by industry and geography, and concentration of investor base. SEC Form PF regulation is in force since 2012. OTCFin provide the report in excel, pdf and XML format.

 

Opera

 

OTCFin also works creating The Open Protocol template (OPERA), address this by standadising the collection, collation and representation of risk information of hedge fund and other types os investment funds.

This provides a uniform framework with consistent data inputs, standard calculation methodologies and regular and timely reporting.

See also:

SOLVENCY II
PRIIPS
COREP/FINREP