Monthly Archives: January 2017

UCITS

Summary of Key Guidelines Liquid Securities only 0% Exposure to Commodities 0% Exposure to Property / Real Estate 0% Exposure to Private Equity 0% Exposure to illiquid securities Risk Management VaR of a fund cannot exceed 20%, with 99% confidence level and 20 days holding period; minimum historical observation period of 1 year. Stress testing […]

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