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A breath of fresh AIRR
Alternative Investment Risk Report
When you may require our services You know risk management improves investments performance.
You need a tailored risk model as the foundation for your risk metrics.
But, you don’t have the people and systems.
Modelling is what we do We’ll build and develop your model.
A model that captures your unique reality.
A model that grows with you.
Your focus will be to manage risks You will access broad risk modelling expertise.
You will benefit from a comprehensive modelling and development framework.
You will develop a forward-looking risk management assessment.
AIRRRisk reporting made easy
Alternative Investment Risk Report AIRR is an alternative to ‘one size fits all’ risk solutions that is geared towards real estate and private equity funds.
What information is in the report?
AIRR is all about investment risk. Its purpose is to analyse and monitor exposure to the risk factors that matter.
We model:
• IRR-at-Risk : the internal rate of return that is met given a certain level of confidence;
• Market Value-at-Risk (VaR) : the maximum loss given a certain level of confidence;
• Credit VaR : the Value-at-Risk due to counterparty default;
• Stress tests : expected values that assess the vulnerability to exceptional but plausible shocks;
• Liquidity management risk : the ability to meet demands for cash;
• and any other risk measures required.
How is the report delivered?
First, we understand how we can help you. This will depend on the funds structure and underlying investments, but also on your size and re-sources.
Then we establish modelling objectives and a roadmap for your AIRR.
Typically, each release goes through 4 stages:
• Version 0.1 - Model structure and design;
• Version 0.2 - Model validation;
• Version 0.3 - Calibration and report design;
• Version 1.0 - Go live.
The report is provided in PDF format.
The data is available in XML formats, including the AIFMD XML report.
CONTACT Mohamed Ahdach, MathApp
+352 661 215 965
