StatPro Adds Global Exposure and Liquidity Monitoring Feature

StatPro Group’s trademark StatPro Revolution, a portfolio analytics platform, now allows for global exposure and liquidity monitoring. The tool is designed to aid fund manager compliance with the UCITS IV regulation.

Available in the StatPro Revolution App Store, and priced on a per portfolio subscription, the Global Exposure and Liquidity Monitoring module features a traffic light approach used to identify early warnings and breaches.

Using the VaR methodology, this daily tool enables the risk and compliance community to: establish a documented system of internal limits concerning the measures used to manage and control the relevant risks; conduct a stress testing program; export daily risk reports; compute leverage; and monitor the liquidity risk of portfolio assets.

StatPro Group CEO Justin Wheatley states, “Previously UCITS risk monitoring was very complicated and expensive. The new UCITS risk monitoring module is a breakthrough for fund managers that need to be UCITS IV compliant.”