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.

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