Daily risk monitoring reporting, of the highest standards, is needed in a global uncertain environment with unprecedented volatility levels.

The objective of the Alusi Risk Business is to assist clients in collating and interpreting their risks from third party risk data providers.

The Alusi Risk Oversight and Compliance Mandate Reporting Framework has been built to consolidate all performance and holdings data for rigorous analytical review. At present, risk reports are externally produced by various risk data providers who utilise a scientific and a mathematical approach in analysing risk and then compiling sound statistical risk reports. The ability to view these risk reports from a top down perspective allows the investment team to make informed decisions and the Alusi Risk Manager to enforce mandate compliance.

The risk reporting function is able to dissect portfolios in order to reveal where market risks may lie. Portfolio deconstruction can be done right down to the most granular level of portfolio detail, specific to asset class and/or investor types. This allows for the clear comparison of an investment to its benchmark/peer group and or aggregated risk grouping.

Our mandate compliance reporting function monitors actual portfolio positioning on a look-through basis. Consequently, effective portfolio holdings and portfolio construction can be compared to mandate limits on a daily and/or periodic basis to ensure that breaches are timeously detected and corrected. The rigorous monitoring of the mandate parameters enables the Risk Manager to identify investment risk and report any issues directly to the Chief Financial Officer.

For further information please contact Alusi Client Services on alusiclientservices@alusi.co.za