Experts for illiquid assets.
The PRIIPs regulation requires every alternative investment fund, not capable of producing at least monthly time series of data to declare itself a high risk. Our innovative approach to price modeling of illiquid assets enables us to calculate compliant risk measures for alternative investment funds under the PRIIPs (packaged retail and insurance-based investment products) regulation and to reflect the risks realistically and accurately.
The regulatory technical standards for the PRIIPs regulation explicitly allow the use of proxies/substitutes for pricing, i.e. similar products with market data available at least monthly or portfolios of multiple products, replication portfolios. Our approach consists in applying extensive algorithms to derive the most suitable mixture of risk factors to construct a matching proxy to any alternative investment fund.
Focusing on alternative investment funds with illiquid assets we are experts in creating proxys for any kinds of assets.Our approach is based on consideration of changes in the price or valuation of the product, potential income generated by third parties, leverage effects in the product and the structure of the fund.
