RBS in Luxembourg Chooses MSCI’s RiskMetrics Platform for Regulatory Risk Reporting
29 Setembro 2014 - 4:30AM
Business Wire
MSCI Inc. (NYSE:MSCI), a leading provider of investment decision
support tools worldwide, announced today that following a rigorous
selection process RBS (Luxembourg) S.A (“RBSL”), has chosen MSCI as
its vendor for regulatory risk reporting.
The firm uses two products available on MSCI’s RiskMetrics
platform:
- RiskManager for Managed Services
reporting, which enables RBSL to receive daily UCITS, AIFMD and
custom reports for their clients, as well as for ad-hoc and
trouble-shooting risk analysis; and
- LiquidityMetrics analytics, which are
being incorporated into RBSL’s client reports
“The product offerings from MSCI, a leading service provider in
the risk management area, have enabled us to build up a state of
the art solution for market risk monitoring under both UCITS and
AIFMD regulatory frameworks,” said Slim Hamrouni, Conducting
Officer, Head of Risk and Compliance at RBSL. “MSCI’s tools have
also allowed us to build a robust operating model to add value to
our existing client base that is looking for the highest governance
standards. They also allow us to better engage with prospective
clients who are looking for an outsourced risk management solution
combining the leading practice of MSCI in terms of risk models with
the qualitative expertise developed within RBS.”
“RBSL joins a growing list of financial institutions that are
using MSCI’s RiskMetrics platform to help them identify, measure,
monitor and manage risks as prescribed by the UCITS and AIFM
Directives for their extensive client base,” said Kaylash Patel,
Executive Director, Product Management at MSCI. “The depth of data
and analytics, combined with the high level of flexibility and
transparency provided by the RiskMetrics platform, helps support
the RBSL risk team in their efforts to manage internal, investor
and regulatory requirements. Using LiquidityMetrics, the team at
RBSL is able to monitor liquidity risk alongside the core market
risk in their investment portfolios.”
RiskManager provides clients with risk information across a
broad range of instruments including Commodities, Equities, Fixed
Income, FX, Mortgages, and Structured Credit, using multiple
Value-at-Risk (VaR) simulation methodologies, robust stress
testing, sensitivity analysis, and flexible instrument pricing
models.
LiquidityMetrics, which is available via RiskManager, is the
first multi-asset class liquidity risk measurement framework that
extends market impact models from trading floors to risk
departments and from equities to all asset classes.
About MSCI
MSCI Inc. is a leading provider of investment decision support
tools to investors globally, including asset managers, banks, hedge
funds and pension funds. MSCI products and services include
indexes, portfolio risk and performance analytics, and ESG data and
research.
The company’s flagship product offerings are: the MSCI indexes
with over USD 9 trillion estimated to be benchmarked to them on a
worldwide basis1; Barra multi-asset class factor models, portfolio
risk and performance analytics; RiskMetrics multi-asset class
market and credit risk analytics; IPD real estate information,
indexes and analytics; MSCI ESG (environmental, social and
governance) Research screening, analysis and ratings; and FEA
valuation models and risk management software for the energy and
commodities markets. MSCI is headquartered in New York, with
research and commercial offices around the world.
1As of March 31, 2014, as reported on June 25, 2014, by
eVestment, Lipper and Bloomberg
For further information on MSCI, please visit our web site
at www.msci.com
Media Enquiries:MHP Communications, LondonNick Denton |
Christian Pickel+ 44.20.3128.8754/8208orMSCI, New YorkMichele
Clarke+ 1.646.732.5079orMSCI Global Client Service:EMEA Client
Service + 44.20.7618.2222Americas Client Service 1.888.588.4567
(toll free)/+ 1.212.804.3901Asia Pacific Client Service +
852.2844.9333
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