Risk Management for UCITS Fund

The financial turmoil has shown how important it is to understand and manage risks within financial institutions. Also, regarding investment funds, the latest publications of the regulators clearly confirm the trend towards stronger Risk Management.

Rather than just trying to find the right metrics, Risk Managers and Board of Directors of Management Companies will have to thoroughly understand their exposures and monitor them adequately.

It is therefore the responsibility of each actor (investors, Board members, Risk Managers, etc.) to be able to identify risks and understand the purpose of the main risk indicators (VaR, volatility, etc.).

In this context, PwC's Academy is pleased to offer a dedicated training workshop that provides professionals with a comprehensive overview of Risk Management for Investment Funds in the context of UCITS IV.

24 November 2020 (ENG) - Webinar format - 1pm-5pm

9 March 2021 (ENG) - 1pm-5pm

Price: 650.00 €

Duration: 4h

Language: English

Number of participants: 20

objectifs

Objectives

By the end of this training, the participants will be able to:

  • Assess the impacts of UCITS IV in terms of Risk Management;
  • Explain how to define funds' risk profile;
  • Explain how to assess and measure the main types of risk (Market risk, Liquidity risk, Counterparty risk, Operational risk, etc.).
Contenu

Content

  • Risk Management under UCITS IV;
  • Market Risk: VaR and commitment;
  • Leverage: Methods used to generate and measure leverage;
  • Liquidity risk: How to manage it from both an asset and liability perspective?
  • Operational risk;
  • Counterparty risk;
  • The KIID and the SRRI;
  • Disclosure;
  • The challenge and the importance of consistency between all documents (e.g. Financial Statements, KIID, Prospectus …).

Target audience

  • Professionals of the financial sector:
  • Risk Managers;
  • Compliance Officers;
  • Management Companies/Fund Board Members;
  • Conducting officers;
  • Internal Auditors.
Our lead experts

Our lead experts

This training is coordinated by Benjamin Gauthier, Partner in PwC Luxembourg.

It will be presented by PwC subject matter experts.

Benjamin is Partner in the Consulting FS team of PwC Luxembourg where he is playing an active role in the development of Risk Management practice for the Asset Management industry.

He is expert in Risk Management for the AM industry (including traded and non traded assets) considering both the regulatory requirements (i.e. UCITS IV, AIFMD) and best practices. He participated and led numerous Risk Management assignments including Risk profiling and Risk reporting for Private Equity structures.

Contact us

Contact details

PwC's Academy, Crystal Park Building, PwC Luxembourg

Tel: +352 49 48 48 4040

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