UCITS

UCITS is a fast evolving regulatory regime built on liquidity, transparency and robust governance.  UCITS funds have become increasingly popular as these highly fluid, transparent, diversified and regulated investment products boast the flexibility to accommodate a wide range of investment strategies.  The UCITS directive, however, introduces requirements for comprehensive daily risk reporting.

The Maples Group’s team of specialist lawyers and data analysts provides a comprehensive solution that delivers the professional expertise and advice as well as the systems and processes required to help managers achieve greater risk control and fulfil the quantitative and qualitative requirements of the UCITS directive.  Our services include:

• Advising on the on the laws of Ireland and Luxembourg or assisting in relation to the UCITS structure and potential application with respect to operational, compliance and governance rules;
• Compliance and investment guidelines reporting including, compliance to all exposures, concentrations and global exposure limits contained in the directive;
• Global exposure reporting including, both the commitment method and value at risk;
• Value at risk and back-testing reporting including, parametric, historical, Monte Carlo and user-specific scenarios and back-testing; and
• Liquidity reporting including, time horizon on portfolio’s ability to liquidate investments;
• Stress testing including, historical and hypothetical scenarios.