Global best practice requires risk managers to be independent and perform regular portfolio and performance audits. We provide an independent risk service to a range of financial services businesses. We are regarded as the leading risk manager in the South African retirement industry and are experts in quantifying, understanding and managing risk. Our risk management clients include hedge funds, private equity funds, BEE managers, multi-managers, banks, stockbrokers and the JSE.
Fund of hedge funds
We provide the fund of hedge funds (FoHF) with independent daily and monthly risk, performance and compliance monitoring. Our risk reports enable the FoHF to comprehensively assess the compound risk and performance of their portfolio.
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- Monthly holdings and composite returns-based FoHF reports.
- Daily holdings-based and monthly risk, performance and compliance reports on underlying single hedge fund managers.
- Monitor compliance with fund mandates in both underlying single hedge fund managers and the FoHF portfolios.
- In line with a FoHF’s needs, we analyse “what if” or “ideal world” scenarios.
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Single hedge funds
We offer a full range of independent risk, performance and compliance services to the single hedge fund managers. We provide the following:
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- Daily and monthly risk, performance and compliance reports.
- Daily monitoring of hedge fund’s compliance with investment mandates.
- Innovative and comprehensive performance and risk overview - our reports and statistics are helpful indicators of a fund’s investment activity.
- Audited performance figures to the hedge fund surveys on behalf of the single funds.
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Multi - managers
We provide multi-managers with independent daily and monthly risk, performance and compliance monitoring. Our risk reports enable the multi-managers to comprehensively assess the compound risk and performance of their portfolio. |
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We provide the following services:
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- Monthly holdings and composite returns-based reports.
- Daily holdings-based and monthly risk, performance and compliance reports on the underlying single managers.
- Monitor compliance with fund mandates in both the underlying funds and the multi-manager portfolios.
- In line with a multi-manager’s needs, we analyse “what if” or “ideal world” scenarios.
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Private equity funds
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- We provide an independent valuation, risk and performance monitoring service to private equity funds and fund of funds.
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Securities lending
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- We provide scrip lending risk management to the largest custodians/banks in South Africa.
- We have proprietary liquidity, liquidity value at risk (VaR) and asset correlation models and systems to assist lenders and borrowers to ‘price’ liquidity and collateral risk in the market.
- We assist in facilitating a retirement fund’s scrip lending process including monitoring all risks associated with scrip lending and actively building a scrip lending book. This includes a multi-agent strategy, which uses more than one agent to lend out stock.
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| For more information on our risk management services, please contact Albrecht Gantz. |
