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RBS in Luxembourg Chooses MSCI’s RiskMetrics Platform for Regulatory Risk Reporting

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MSCI Inc. (NYSE:MSCI) , a leading provider of investment decision support tools worldwide, announced today that following a rigorous selection process RBS (Luxembourg) S.A (“RBSL”), has chosen MSCI as its vendor for regulatory risk reporting.

The firm uses two products available on MSCI’s RiskMetrics platform:

  • RiskManager for Managed Services reporting, which enables RBSL to receive daily UCITS, AIFMD and custom reports for their clients, as well as for ad-hoc and trouble-shooting risk analysis; and
  • LiquidityMetrics analytics, which are being incorporated into RBSL’s client reports

“The product offerings from MSCI, a leading service provider in the risk management area, have enabled us to build up a state of the art solution for market risk monitoring under both UCITS and AIFMD regulatory frameworks,” said Slim Hamrouni, Conducting Officer, Head of Risk and Compliance at RBSL. “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. They also allow us to better engage with prospective clients who are looking for an outsourced risk management solution combining the leading practice of MSCI in terms of risk models with the qualitative expertise developed within RBS.”

“RBSL joins a growing list of financial institutions that are using MSCI’s RiskMetrics platform to help them identify, measure, monitor and manage risks as prescribed by the UCITS and AIFM Directives for their extensive client base,” said Kaylash Patel, Executive Director, Product Management at MSCI. “The depth of data and analytics, combined with the high level of flexibility and transparency provided by the RiskMetrics platform, helps support the RBSL risk team in their efforts to manage internal, investor and regulatory requirements. Using LiquidityMetrics, the team at RBSL is able to monitor liquidity risk alongside the core market risk in their investment portfolios.”

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 the first 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 MSCI

MSCI Inc. is a leading provider of investment decision support tools to investors globally, including asset managers, banks, hedge funds and pension funds. MSCI products and services include indexes, portfolio risk and performance analytics, and ESG data and research.

The company’s flagship product offerings are: the MSCI indexes with over USD 9 trillion estimated to be benchmarked to them on a worldwide basis1; Barra multi-asset class factor models, portfolio risk and performance analytics; RiskMetrics multi-asset class market and credit risk analytics; IPD real estate information, indexes and analytics; MSCI ESG (environmental, social and governance) Research screening, analysis and ratings; and FEA valuation models and risk management software for the energy and commodities markets. MSCI is headquartered in New York, with research and commercial offices around the world.

1As of March 31, 2014, as reported on June 25, 2014, by eVestment, Lipper and Bloomberg

For further information on MSCI, please visit our web site at www.msci.com

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