Compliance – Sell-side Perspective

Monitor portfolio limits to ensure compliance

Natively integrated within the RISQUE front to back platform, Sophis' compliance management system enables traders and risk managers to monitor portfolio limits according to rules set by regulators, clients and internal risk policies. Advanced reporting supports tailor made historical monitoring, providing consolidated, un-filtered information on compliance and risk limits.

The alert workflow function can include multiple levels of criticality and enables risk managers to design a comprehensive and transparent programme to recognise, monitor and mitigate compliance risks at both business unit level and company level. Rule-based administration allows the management of enterprise-wide compliance. Rule definition itself is comprehensive and flexible and can cover both regulatory and internal compliance requirements.

Key Benefits

• Integrated engine in a portfolio and risk management solution using the same security master
• Global and specific country rule packages delivered with the application
• All risk indicators such as sensitivities and VaR can be used to define limits for market and credit risk at any portfolio level (transaction, position, book)
• On demand and scheduled compliance session management according to customisable parameters
• Compliance rules can be defined easily through editable sentences
• User-friendly rule builder and flexible rule management through portfolio groups and rule set administration
• Full audit trail supports monitoring of effective of compliance programs and tracking down the sequence of events that led to a situation
• Alert workflow enables a wide range of ways to manage breaches: e-mail notification, alert escalation, snooze of alert
• Standard and customisable reporting: wide range of detailed compliance session reports and historical reporting of compliance limit evolutions

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