Kit in the sky
Aladdin SEC 18f-4 tool

Harness the power of Aladdin in one dedicated solution

Use the same Aladdin tool that BlackRock fund managers use to comply with SEC 18f-4 — offered as an automated, standalone solution.

Open to all: automated derivatives risk reporting

Beginning in 2022, funds that invest in derivatives will need to comply with a new mandate from the SEC – rule 18f-4. This rule requires fund managers to check compliance with VaR or gross notional exposure limits daily and add new fields to monthly SEC filings. BlackRock Aladdin is here to support you, irrespective of your portfolio size. Our SEC 18f-4 capabilities will allow you to:

  • Automate the report production process, including the daily calculation of your benchmark test for rule SEC 18f-4 to see which funds pass the VaR and GNE tests
  • Rely on the same risk management technology that supports BlackRock and other fund managers
  • Leverage comprehensive Aladdin Risk models, with extensive asset class coverage after an easy onboarding

 

GET UP AND RUNNING QUICKLY, WITH A SELF-SERVICE SOLUTION

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Simply upload portfolios into our standardized templates
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Aladdin Risk automates the risk analysis process
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Reports with the relevant analytics to comply with the SEC 18f-4 requirements are auto-generated

Have peace of mind with Aladdin

  • Aladdin Risk offers comprehensive, proprietary global risk models which cover a broad universe of investment instruments and asset classes. Our risk models have been built, back-tested and continuously evolved over the past 20 years.

    • Comprehensive coverage of public and private asset classes
    • Powered by both normal distribution and empirical distribution VaR calculations
    • Facilitates manager compliance, parameterized to optimize VaR back-testing specified by rule 18f-4.
  • The new 18f-4 solution leverages Aladdin’s security master for public assets. BlackRock performs rigorous data checks and quality control processes to maintain high levels of data accuracy to power its proprietary risk models:

    • See data around historical events and forward-looking macro-events
    • Trade quality valuation and analytics based on real-time curve data
    • View total risk, risk relative to benchmark, tracking error, VaR, HVaR and GNE
    • Decompose risk by portfolio, risk factor, sector or security
  • Aladdin is constantly evolving, based on invaluable feedback from the world’s largest asset manager and an ever growing community of asset managers and asset owners, all who are a part of our expanding client community. All users of Aladdin benefit from the BlackRock knowledge, experience and expertise that is embedded in our development, governance and guidance.

600+
BlackRock funds will leverage this functionality to comply with the regulation
30+
Asset managers leverage Aladdin’s models for risk and regulatory reporting today
3000+
Factors covering fixed income, equities, derivatives and alternatives

Get started with automated SEC 18f-4 reporting

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