Financial Reporting

The CACEIS offer covers the following services: 

Executive report

This service covers the production of a monthly Executive Report which provides an in-depth analysis of the Fund’s activities by risk segment formalized within one report. It gives a clear view of the actions to be taken by the Fund’s Directors/Conducting Officers.

Marketing factsheet

We provided dedicated & personalized production of marketing fact sheets for asset management companies

Liquidity report and VAR calculation

• Liquidity report : The "Liquidity Scores Report" provides the liquidity risk overview of portfolio, a liquidity score and other liquidity measures under specific market and redemption scenarios
• VAR Calculation & associated services (applicable to complex portfolio) : For sophisticated funds with complex instruments and strategies, we compute Value-at-Risk (VaR) and simulate stress-tests and back-testing which are the building blocks of an appropriate risk management system. All methodologies are available: Parametric, Historical Simulation, or Monte-Carlo simulation

 Reporting and performance analysis

• Via your OLIS web portal, you have a whole panoply of analysis tools: measurement of your performance, analysis of the distribution of your assets, contribution analysis, breakdown of your performance by asset, analysis of all types of fixed income
• Portfolio return calculations by comparing the performance of a fund to its benchmark over different time periods. To show how risk-taking is rewarded in terms of performance, we calculate ex-post risk indicators such as volatility, correlation, Sharpe ratio, information ratio, tracking error, alpha and beta

Performance contribution/attribution services cover

• The measurement and reporting of the performance of a portfolio
• Analysis of performance by contribution of each position and in comparison with the benchmark index, revealing the quality of management in terms of stock selection and sector allocation
• Attribution of performance includes measuring and reporting the performance of a portfolio as well as analyzing the contribution of each position held by a portfolio in its overall performance

Fund financial statements (Semi and/or Annual report, …)

CACEIS provides a full and comprehensive service in relation to specific legislation and regulatory reporting obligations the fund or investor may have in countries of domiciliation and/or distribution: 

• Production of annual & semi-annual reports for investment funds including all information imposed by authorities of countries of distribution e.g. Portfolio Turnover Rate (PTR) and Total Expense Ratio (TER)
• Tax and fiscal reporting can be customized depending on the country of distribution and any specific requirement : Interim Profit Calculation, UK Distributor Status (for which we provide data in order to fulfil specific UK conditions), TIS calculation, OeKB reporting, German Tax
• Income and capital gains distributions, for which we can at any time, give you an estimation of the amount available for dividend distribution and which is confirmed after the year-end