RBS Luxembourg selects MSCI for risk reporting

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RBS Luxembourg  SA (RBSL) has chosen MSCI as its vendor for regulatory risk reporting, using MSCI’s RiskManager for managed services reporting and LiquidityMetrics analytics.

The collaboration will allow RBSL to access daily Ucits, AIFMD and custom reports, as well as ad-hoc trouble shooting risk analysis.

“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” comments Slim Hamrouni, conducting officer and head of Risk and Compliance at RBSL.

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 a 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 THE AUTHOR
Mona Dohle
Mona Dohle speaks German and Dutch, she is DACH & Benelux Correspondent for InvestmentEurope. Prior to that, she worked as a journalist in Egypt and Palestine. She started her career as a journalist working for a local German newspaper. Mona graduated with an MSc in Development Studies from SOAS and has completed the CISI Certificate in International Wealth and Investment Management.

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