LexiFi covers all of Arkéa Asset Management risk management and valuation needs for the asset management and insurance structured investments activities
Around 2017, Arkéa Asset Management was looking for an integrated solution to support the growth of its structured investment products and structured funds activity. The main challenge was the difficulty to achieve a holistic risk management view for both the asset management and insurance branches. The objective was to find a solution allowing to automate, centralize and audit: reporting, valuation, and risk management.
In the summer of 2017, Arkéa Asset Management has quickly adopted LexiFi Apropos. Arkéa Asset Management first steps with LexiFi were to centralize quantitative computations for both the asset management and insurance branches with automated valuation, risk management and reporting generation.
Today, Arkéa Asset Management frequently uses LexiFi, and not only for the structured products. The sofware allows to:
- Easily manage all market data both quoted and unquoted
- Automate Lifecycle management
- Calculate valuations, Greeks, stress tests, and Value at Risk
- Automate reporting
- Efficiently coordinate with the middle office for different validation processes
- Produce regulatory reportings (VaR, MMF, AIFM, ICAAP, SCR, etc.)
- Use LexiFi as a central tool for funds’ statistical analysis, i.e. calculation of Tracking Error, Alpha Beta, Max Drawdown etc.
- Audit pricing results for both internal and regulatory needs
"LexiFi Apropos allowed us to reduce manual tasks on risk report production by 80%, the more we use the solution, the better we become at identifying automation opportunities."
Erwan Collec, Risk Specialist at Arkéa Asset Management
Automation Milestones
LexiFi Apropos significantly increased the productivity at Arkéa Asset Management who counts among the most active clients in task automation. LexiFi users’ automation had a positive ripple effect on all the teams involved in the structured investment activity at Arkéa Asset Management.
Many tasks and reports were successfully automated with the help of LexiFi’s technical teams who carefully listened to Arkéa Asset Management’s needs and provided the guidance, developments, and support.
Some examples of the automated tasks include:
- Automatic import of all contracts: all kind of bonds, futures, options, equities directly from data providers with automatic creation of new contracts, new underlying and new parties
- All kinds of swaps, money-market papers and loans were directly fetched from internal sources
- Automatic management of market data and synchronization with the depositary so that all the process was held in one click
- Automated calculation of liquidity risk in LexiFi
Complying with regulatory requirements
The AMF daily Value at Risk requirement:
AMF requires daily calculation of Value at Risk (VaR) and Expected Shortfall for a specific category of Arkéa Asset Management funds. LexiFi Apropos allows to:
- Easily select VaR parameters
- Compute Historical or Monte Carlo VaR
- Include all major asset classes
- Automate and schedule calculations
- Get the Expected shortfall within the VaR results and does not require any extra step
- Get many extra results such as P&L explanation, graphical result views, Marginal VaR, Incremental VaR etc.
- Save time thanks to the speed of calculations
The Money Market Fund Reporting (MMFR):
The MMF reporting, also known as MMFR is another AMF requirement that Arkéa Asset Management answers with LexiFi thanks to:
- The completeness of LexiFi stress testing tools
- The flexibility to create any scenario: all scenarios are founded upon “bricks”. These bricks help to create and regroup different shocks intuitively, within one scenario.
- The ease of integration of stress test results within custom reporting views: LexiFi reporting tool allows to produce reports and views with any quantitative or qualitative data with LexiFi Apropos.
"In 2020, despite the conditions under the COVID lockdown, LexiFi technical teams helped us -with a high level of proficiency and accuracy- to integrate the MMF reporting regulation."
Erwan Collec, Risk Specialist at Arkéa Asset Management
Insurance Regulations:
LexiFi Apropos also helps answering regulatory requirements for the insurance branch including:
For these regulatory requirements, Arkéa Asset Management users are well equipped to produce accurate results with a high level of automation. LexiFi Apropos provides all the tools necessary to build the reports:
- Tools to construct stress test tables
- The possibility to create specific pricing tags per product type
- The ease of market data integration and connectivity to market data sources
- The flexibility to build stress scenarios
- Reporting views to model the process over time and display results in the right format
- The exportability of results to spreadsheets
QUICK FACTS
Name: Arkéa Asset Management
Industry: asset management
AUM: EUR 55 Billion as of March 2025
Website: https://www.arkea-am.com
ABOUT ARKEA ASSET MANAGEMENT
Arkéa Asset Management is an asset management company approved by the Autorité des Marchés Financiers (AMF).
With over €55 billion in assets under management in 2025, it is one of France’s largest asset management companies.
Arkéa Asset Management, the result of the merger between Schelcher Prince Gestion and Federal Finance Gestion, is an asset management company within the Crédit Mutuel Arkéa Group. It stands out as a major and responsible player in asset management, striving for both financial and extra-financial performance.
Backed by a solid banking group and benefiting from its scale, Arkéa Asset Management combines agility and commitment to offer a rich and diversified range of investment solutions, including:
- Listed asset management, featuring two product lines: Conviction Schelcher and Actifs Cœurs
- Private debt
- Tailored investment solutions
Dedicated to supporting institutional partners and insurers, Arkéa AM is well-positioned to provide customized mandate solutions tailored to their specific needs.
Its objective is to deliver expertise that fosters committed performance, serving both people and the environment.
By placing commitment at the heart of its approach, Arkéa Asset Management positions itself not only as a financial performance driver but also as a catalyst for change in an ever-evolving world.