- Market Risk: Monitoring VaR limits, tail risk, and maximum drawdon for each portfolio manager and for the fund as a whole;
- Liquidity Risk: Analysis of liabilities, portfolio leverage, management of cash flows, and deposited margins; Monitoring liquidity and asset concentration;
- Credit Risk: Approval of transactions, definition and control of limits; Counterparty risk control;
- Operational Risk: Use of approved systems; Policies for Conflict of Interest, Employee Conduct, and Segregation of Duties; Daily reconciliation of portfolios with the administrator.
Risk Control
