Three Rock Capital Management is providing this disclosure in compliance with its requirements under the Capital Requirements Directive. For further details on any aspect of the content below, please contact us directly.

STRATEGY – Three Rock Capital Management is committed to a system of effective risk management and recognizes that this activity is central to the firms success and the protection of client interests. The company adheres to a set of key principles in respect of risk management including the oversight of risk strategy by the Board, clear identification and management of all risks, embedding the risk management process in our management practices and organizational structures, and ensuring that every employee is aware of both individual and corporate risk management obligations and responsibilities.

STRUCTURE – The Head of Risk has responsibility for the Risk Management function. The role is supported by the Head of Compliance with both parties having reporting lines into the Board of the Company.

RISK MANAGEMENT & REPORTING – Risk reporting and risk measurement is an integral part of the firms day to day business. Risks relating to the firms primary activity, investment management, are monitored on a daily basis. There are precise and detailed reconciliation, measurement and reporting procedures to be followed. The firm conducts a monthly assessment of its capital position via the ICAAP process.

RISK MITIGATION & HEDGING POLICIES – The risk management policy is reviewed on a quarterly basis. The firm ensures that the policies and strategies to mitigate its risks are appropriate to the activities of the firm, its external environment and its risk strategy.