Management software AIFM Advanced

simulationtestplanning

The Opture AIFM Advanced Version (Integrated Fund Risk Managemnent) builds on the Opture AIFM Basic Version and contains additional functions and features. The software is used by issuing houses that use professional RM models & methods due to the volatility and complexity of their business. The Opture AIFM Advanced system calculates key risk indicators such as VaR, CFaR, EaR, RaC, RAROC, cond. VaR, Sigma, PD, etc. to steer under risk-return aspects and for communication with "qualified" investors. The Opture AIFM Advanced software includes a high-performance Monte Carlo simulator for risk aggregation and can be linked to liquidity planning or the profit and loss account if desired. Features Professional RM software Fulfilment of AIFM-D requirements Calculation of KRI and risk limits Stress test simulations Functional separation implemented Profess. RM models & methods Automatically updated reports Distribution Function & KRI Opture calculates all key risk indicators (VaR, CFaR, EaR, RaC, RAROC, etc.) for the individual AIFs and at the capital management company (KVG) level for any confidence level, among other things, as the basis for the calculation of the risk limits Correlation Matrix In the framework of risk aggregation with Monte Carlo simulation, the interdependencies / correlations between the individual risks are considered. Opture automatically calculates this correlation matrix (based on a multi-factor model) Risk-Return Matrix The risk-return matrix shows how much risk is included in the planned returns per AIF. This key figure is relevant both for investors as well as for value-oriented management at the AIF- and AIFM level