Monitor and Stress Test
The firm establishes risk guidelines.
Risk Level: Defined how much risk should be consumed at the fund, business, and strategy. This monitors our performance real time through multiple channels using innovative analytics and flexible aggregation tools.
Exposure: This runs hundreds of different stress test daily to test the tolerances that have been set. These tests include forward looking scenarios.
Liquidity: Each fund maintains a liquidity reserve to ensure it is able to meet daily cash requirements. This strategies primarily focus on liquid assets classes so that we are able to dynamically reposition the requirements to capitalize on market opportunities.