Category: Solvency II

SolvencyAnalytics is delighted to support the openfunds initiative to improve quality and efficiency in the dissemination of fund Information.   Our white paper “Solvency II Fields” introduces 13 fields of the openfunds format to allow asset managers to provide share class level risk information for Solvency II reporting based on the Tripartite Template (TPT). In […]

View More
Solvency Analytics

Enjoy our short video introducing our capabilities and Solvency II / Swiss Solvency Test related services. Our intro video highlights our key services around Solvency II and Swiss Solvency Test asset optimisation and reporting. The main areas SolvencyAnalytics is focused on are: Regulatory Investment Optimisation: Asset allocation and portfolio optimisation under Solvency II and Swiss […]

View More
SCR Classification for Funds

In a nutshell Currently, standard fund reporting templates do not require aggregate figures on Solvency Capital Requirements (SCRs). We propose a conservative SCR aggregation that may be useful to insurance companies who are interested in a simple figure of a fund’s Solvency II risk profile.   The most widely used report, the Solvency II tripartite […]

View More