- Manages over 50 sub-funds and institutional portfolios currently worth over €4 billion.
- Funds include all traditional asset classes.
- Acts as a consultant to a private bank and manages several institutional mandates.
- Uses a sophisticated risk management model based on the APT (Arbitrage Pricing Theory).
- Recognized four years running by rating agency FundClass.
- Achieved FundClass award in 2016 for companies managing 26-40 European funds.
To establish a fully automated centralized storage solution for data, automated reporting and risk calculation for the investment funds industry. With only 20 employees, a high number of sub-funds and the heterogeneous nature of the data sources, this presented a significant challenge.
“We were looking for a simple, user-friendly solution, one that was easy to adapt to our needs and quickly integrate into our IT infrastructure and workflow” declares Luc Neuberg, CEO, BCEE-AM.
The Gambit solution
Gambit implemented a risk management solution that incorporated multiple data sources, automating import and management positions and allowing BCEE-AM to centrally store fund positions, generate risk/performance measures and produce customized reports. One year later, BCEE-AM extended its Gambit solution to include regulatory risk measures: commitment, concentration, counterparty risk and coverage rules.