REGULATORY RISK REPORTING – N-PORT Risk Solution

OVERVIEW

In October 2016 the Securities Exchange Commission(SEC) of the US finalized the rule called “Investment Company Reporting Modernization”. As part of this rule registered investment companies need to file a new portfolio holdings report called form N-PORT every month. This new regulation requires the buy-side to adopt sell-side risk analytics around credit and liquidity.

Summary

N-PORT regulation requires certain registered investment companies in the US to report information about their monthly portfolio holdings and risk metrics to SEC.

N-PORT – Risk Analytics Requirements

If the average value of the Fund’s debt securities positions for the previous three months, in the aggregate, exceeds 25% or more of the Fund’s net asset value, provide:

Portfolio level
Position level

N-PORT: Dolphin Risk – Data Flow

N-PORT : Asset Classes Supported

Equities
Fixed Income
Derivatives

N-PORT: Dolphin Risk – Sensitivity Analysis Examples

Request For More Information

Pin It on Pinterest