Providing information to investors in connection with alternative investment funds

Percentage of assets of special funds of qualified investors covered by the special scheme resulting from their illiquid nature

There are no illiquid assets in the assets of managed special mutual funds of qualified investors called TAM - PrivateDeposit Fund, TAM - Private Personal I. and TAM - PrivateExclusive Fund.

Liquidity management of special mutual funds

The Management Company manages liquidity risk through two models.

i. The objective of the operating model is to provide sufficient liquidity to meet the current liquidity needs and unchanged liquidity characteristics of the assets held. The company regularly monitors the liquidity of assets (fund assets) as well as the development of liquidity needs (fund liabilities). The required risk setting is secured by internal limits.

ii. The Company performs liquidity stress testing on a regular basis and develops contingency plans for obtaining additional liquidity. Their aim is to analyze the sensitivity of mutual funds to liquidity risk in stressful conditions and subsequently to identify opportunities to address temporary liquidity shortages.

Information on current risk profiles of special mutual funds and risk management systems

Information on the current risk profiles of special mutual funds can be found in the sales prospectus, articles of association or key investor information of the relevant mutual funds.

The Company identifies and measures risks through internally developed or acquired and internally tested statistical models, historical simulations and analyzes from issuers' financial statements and financial information provided by external sources. Market risk (interest rate, equity, currency and alternative investment risk) is managed through changes in the setting of the required risk parameters of the portfolio based on internal quantitative models. Counterparty risk is managed through changes in the maximum limits for cash investments and credit risk bond investments based on internal quantitative models and on the assessment of the internal assessment of the credit quality of issuers of financial instruments. Liquidity risk is managed by setting internal limits. The company sets and re-evaluates the setting of limits with regard to the normal functioning of financial markets (operational model) as well as under the assumption of stress conditions (liquidity stress testing and contingency plans). The degree of risk of the management of the underlying fund is assessed on the basis of regular monitoring of the actual and expected appreciation of the underlying fund. Operational risks are managed through a structured set of models, the aim of which is to identify possible operational risks, to establish tools for identifying the probability of their occurrence and to take measures to mitigate this probability as well as to mitigate possible negative impacts.

Maximum level of leverage that a management company may use in a given special mutual fund

The maximum level is 100 %.

Information on any right to re-use collateral or any guarantee provided under a leverage arrangement

The company does not exercise such a right.

Disclaimer
This is a marketing notice. Before you make any investment decision, see the statute, sales prospectus and key information document of the mutual fund, which are available at Tatra banka, a.s. branches and at www.tam.sk in the Slovak language. Investing in a mutual fund is also associated with risk, and past returns are not a guarantee of future returns.