AQM Quant insights are used in the AQMetrics platform for pre-trade and post-trade compliance control, daily risk control reporting, risk exposure reporting, investment breach monitoring and best execution monitoring. AQMetrics Signal alerts clients on identified risks across a number of regulations including CP86, MiFIDII Best Execution, UCITS Investment Breach Monitoring, 40′ Act Rules and Market Abuse Monitoring, including Insider Trader Reporting.
40' Act Risk Control
AQMetrics automated '40 Act Risk Control creates real-time alerts on limit breaches; sends alerts for positions that are nearing limits; stress test portfolios against market events; keeps the fund in compliance and includes uploads for supporting documentation and playback of compliance investigations from the fully audited workflow.
AIFMD Risk Control
AQMetrics AIFMD Risk Control is used by clients to automate risk monitoring rules specific to individual AIFs and asset class; view and maintain valuation and calculation methods; investigate limit breaches; manage alerts for positions that are nearing limits and upload supporting documentation to comply with CP86.
UCITS Risk Control
AQMetrics UCITS Investment Breach Monitoring is used perform both pre and post trade compliance monitoring and risk control. Clients use out-of-the-box UCITS rules and user-defined rules to detect advertent and inadvertent breaches and errors. AQMetrics automatically convert derivatives exposure using the ESMA's conversion methodology and monitors movements in the Synthetic Risk and Reward Indicator (SRRI). AQMetrics control portal 'Signal' is then used to drill into real-time limit breaches and SRRI movements to manage alerts for positions that are nearing limits; monitor trades to keep the fund in compliance and upload supporting documentation to comply with CP86.
Market Abuse and Best Execution
AQMetrics provides out-of-the-box and user-defined rules to meet ESMA's MAD Mandate and the BaFin and FSA’s market conduct rules. Trading activity is automatically monitored across trading venues and asset classes; trend and pattern analysis is reported from the Market Abuse and Best Ex dashboard from where risk and compliance staff can review employee personal account trading (PAT) and drill into real-time market abuse and best execution alerts. Upload supporting documentation Playback investigations from the fully audited workflow Provide quarterly reports to the SEC on order routing