Region America's                                 -->        Counterparty Risk        Form PF        Model Validation        Stress Testing        Region Europe                                    -->        Stress Testing                               Counterparty Risk                               Model Validation                               Region India                                      -->        Market Risk        Regulatory Reports        Risk Advisory Services        Stress Testing        Region APAC                                      -->        Counterparty Risk        CVA        Stress Testing         Regulatory Reports         Model Validation        Our Vision                               Form PF Reporting by Investment Advisers to Private Funds           On October 31, 2011, the SEC & the CFTC issued a joint release adopting new reporting requirements for fund advisers (hedge funds & private funds).           Under the ruling Large Private Fund Advisers (AUM from $500 Million)           must report on an aggregated basis information regarding exposures by asset class, geographical concentration, and turnover by asset class. In addition these advisers must report certain information relating to that fund's exposures, leverage, risk profile and liquidity.                                                                   Form PF Managed Services offering   Leveraging our Quantitative expertise we offer Large Private Fund Advisers and Fund Administrators the following specific services to help them comply with Form PF filings.   Cross asset valuation of derivative exposure (Relevant for Section 1b question 11 and question 27,38 on   section 2b, and 47 on section 3 )     Counterparty Credit Exposure calculations (Relevant for Section 1c & 2a question 19-25 and question 35   on section 2b )     VaR Reports: We provide historical, and Monte Carlo simulated VaR calculations across confidence   intervals ,which includes all products, simple and exotic ( Relevant for Section 2b question 35 )     Liquidity profile ,with liquidation buckets based categorization: (Relevant for Section 2b question 28 ,39   ,41 and question 47-49,55 on section 3 )     Cross Asset Stress testing Relevant for Section 2b question 36 )     Collateral profile, with wrong way risk flagging, valuation , haircut ,variation / initial margin offset   (Relevant for Section 2b question 37-38 and question 53 on section 3 )       SAMPLE REPORTS