[Providing independent Risk and Valuation services to the Investment Industry]
[INDEPENDENT RISK AND VALUATION SERVICES]

RiskCafé offers hedge fund and treasury portfolio warehousing and reporting services, providing fund managers, administrators, auditors and corporate clients with essential and advanced valuation, administration and risk management information.

RiskCafé – the efficient route to compliance.

MATHEMATICS

The core competency and background of our team is financial- and general applied mathematics as well as computer programming skills.

TECHNOLOGY

RiskCafé develops all its technology for specific service delivery in-house, into one single on-line delivery platform.

EFFICIENCY & INTEGRATION

Efficiency is a first consideration for every activity at RiskCafé. Our system and process layout allows our clients to perform multiple tasks from a single control point.

LICENSED SOLUTIONS

For medium to large operations, RiskCafé offers a traditional software license and support agreement with a scalable on-site deployment.

CLOUD SOLUTIONS

Clients with specific operational capacity submits prepared input data to our customisable cloud platform, and receives output data according to a pre-defined format.

SERVICED SOLUTIONS

RiskCafé collects and maintains input data, conducts a reconciliation to the source and performs all administration to deliver final output in the form of data files or reports.

GIVING YOU
[ULTIMATE CONTROL]
OVER YOUR PORTFOLIO

NEW HEDGE FUND REGULATIONS

Financial Services Board notice 52 of 2015 (BN52) highlights the requirement on Hedge Funds for the appointment of an independent risk and valuation provider as part of the new Retail and Qualified Investor Hedge Fund regulations under the CIS act.

RiskCafé has been providing independent risk and valuation products and services to the Hedge Fund industry for many years and is the natural choice for managers when it needs to -

Par 22.(3)(f): ensure that an appropriate level of independent review is undertaken for each valuation ...

Par 24 (3): ... establish a risk function separate from its investment management function and fund administration function, ...

Par 27 (3): ... disclose to the investor quarterly, within 30 days ... the exposure limit or value-at-risk ...

Par 29 (1): ... furnish to the registrar ... a report containing ... the exposure or value-at-risk limits ...

References to the requirement for independent risk and valuation services are found throughout the entire text of BN52. In particular,

PART 4: GENERAL PROVISIONS APPLICABLE TO ALL HEDGE FUNDS

mentions the requirement for the establishment, maintenance and application of risk and valuation policies, of risk management and risk measurement procedures, of daily-, monthly- and quarterly reporting requirements to managers, investors and the registrar, all with the emphasis on independence.

Par 24: Risk management, risk management policy and risk manager goes into more detail regarding the establishment and enforcement of a risk management policy that must take into account operational risk, business risk, liquidity risk, credit counter party risk and market risk, and mentions specific techniques such as stress testing, back testing and scenario analysis as well as market risk measures such as exposure and value-at-risk.

With its experience as risk and valuation service provider for the hedge- and long only market, covering all asset classes, as well as its state of the art on-line portfolio warehousing and maintenance technology, RiskCafé is in an excellent position to be appointed as independent service provider by hedge fund managers, fund administrators, management companies (MANCOS) and other role players looking to comply with the new regulations.

Our technology and years of experience in our team of financial mathematics professionals, allow RiskCafé to offer a consolidated solution across asset classes, markets, exchanges and prime brokers. With a flexible product offering that ranges from a fully serviced portfolio reconciliation function with NAV-, PnL- and risk output, to a simple position based daily value-at-risk or valuation output, RiskCafé is able to offer an efficient and effective solution to all role players in the industry - and ready to make your operation BN52 compliant!

RiskCafé Webmaster & Editor

THE NEW WAY FOR
[EFFICIENCY]
WITH DATA APPLICATIONS
Solutions Development Team

The Solutions Delevopment team collectively has more than 50 years of financial mathematical modelling and system development experience. This enables the team to deliver robust technical solutions to any specific requirement relating to financial modelling, including valuations, analysis, risk metrics or scenario modelling.

Combining the extensive industry experience with robust programming skills provides the ability to cast these financial models in high performance computing solutions, which can be tailored to the exact requirements of clients, both in output format and delivery mechanisms.

The team continually strives to incorporate leading trends, focussing on cloud-based technologies combined with our bespoke system solutions.

Data Management Team

The Data Management team's primary focus is to seamlessly integrate and automate data consumption, from sourcing market data across the globe to importing instrument and position data from brokers, administrators, or any other portfolio management systems.

This ability to combine data from various sources gives RiskCafé the ability to provide unique and comprehensive perspectives when reporting on portfolios, treasuries or any other collection of financial models.

With the continued streamlining of data consumption and delivery processes, the team plays a vital part to enable the delivery of reliable and accurate reporting.

Reporting Administration Team

The administration of daily report generation, content quality assurance and execution of delivery mechanisms is the responsibility of a dedicated team of investment management specialists. Team members have an in-depth knowledge of the securities and markets within which the reporting is performed, which enables them to quickly identify issues even before new reports are released.

Administration team members also interact with clients, providing support and making updates to reports as required, as well as performing reconciliations and quality checks on a daily basis.

Legal and Compliance Team

Our Legal and Compliance team handles all legal requirements, contracts, queries and due diligence. In addition, the team also performs regulatory compliance monitoring as a service to clients, via the RiskCafe Breach Management system.

Are you passionate about financial mathematics, technology, a committed and enthusiastic worker? RiskCafé is looking to fill the following exciting positions:

JUNIOR PROGRAMMER

RiskCafé is seeking the services of a junior programmer interested in programming for the financial markets industry, specifically for the purpose of developing pricing, risk management, administration and warehousing functionality.

Potential candidates must have a B.Sc Hons. or higher in mathematics, science or computer science, must be fluent in C and / or C++, and must have web development experience (HTML5 and CSS).

JUNIOR FUND ADMINISTRATOR

RiskCafé is seeking the services of a junior fund portfolio administrator interested in a career in the funds management industry, specifically for the purpose of collecting and reconciling trade-, position- and cash flow client data as well as managing output data.

Potential candidates must have a B.Com. or higher in accounting or investment management (or similar), must be fluent in Excel, and have a good accounting background.

RiskCafé is an equal opportunity employer.

For more information, please contact us:

Tel: +27 (0)11 782 9197
Fax: +27 (0)11 782 6916
admin@riskcafe.com

Frontier Capital Instruments (Pty) Ltd (trading as RiskCafé)
Technology House
Greenacres Office Park
Cnr Victory & Rustenburg Road
Victory Park, 2195
Johannesburg
South Africa

P.O Box 81097
Parkhurst
2120
South Africa

All information on this website is made available by Frontier Capital Instruments (Pty) Ltd (trading as RiskCafé) for informational purposes only and nothing thereof should be construed as financial or other advice. The user is accordingly cautioned not to take any action based on the content of this website but to always consult a senior member of Frontier Capital Instruments (Pty) Ltd (trading as RiskCafé). Frontier Capital Instruments (Pty) Ltd (trading as RiskCafé) does not accept liability that would or could arise as a result of the contents of the website and any such liability is hereby excluded to the fullest extent allowed by law. All information on the website is subject to change without any notice