Are you compliant with SEC Rule 18F-4?
Achieve compliance fast with our rule-ready derivative valuations, risk calculations and reports.
Learn more about our SEC 18F-4 solution
We'll show you how our solution helps you achieve SEC 18F-4 compliance.
Since August 19 2022, SEC registered investment companies including 40 Act Funds, Exchange Traded Funds and Business Development companies, have neede to comply with the SEC Derivatives Rule 18f-4.
Who needs to achieve compliance?
Registered investment companies where derivatives exposure is
greater than 10% of net assets.
Including:
- Mutual funds (other than money market funds)
- Exchange-traded funds (ETFs) and closed-end funds
- Business development companies
What needs to be calculated?
Value at Risk (VaR) needs to be calculated:
- Must use a 99 percent confidence level
- Requires 3 year lookback period
- Must use a 20-day trading horizon
- VaR Back testing must be supported
- Stress testing must be supported
Achieve rapid compliance with the Buy Side Risk Solution from S&P Global Market Intelligence
Access all the derivative valuations, risk calculations & reports you need to achieve SEC 18F-4 compliance fast, with our award winning Buy Side Risk solution.
This turnkey, cloud-based solution provides Value at Risk (VaR) calculations using historical, parametric or Monte Carlo simulation, as well as stress testing and backtesting.
Gain a fast, agile risk management framework. Deployable in hours. Compliant with regulatory requirements and risk management use cases.
Learn more about our Buy Side Risk solution here or fill out the form to book a quick demo.
