Swiss Insurance Supervision under FINMA and BAG
Swiss Solvency Test
Since the early implementation of the SST, SolvencyAnalytics has specialised in SST reporting and has contributed to the field through peer-reviewed publications.
Specialised analytics for Swiss institutional business
Assets reported
Funds with SST look-through
FINMA/BAG compliance
SST Template Production
Delivery of SST asset-side templates focused on market risk and credit risk modelling, including fund look-through.
Asset Class Mapping
Comprehensive mapping of portfolio holdings to SST risk categories, including support for complex assets, funds, and fund-of-fund structures.
Fund Data Acquisition
Collection of fund holdings data in TPT format and mapping security attributes to SST categories.
FINMA and BAG Reporting
Production and validation of regulatory reports in line with FINMA and BAG requirements, ensuring full compliance across both regimes.
Portfolio Optimisation
We provide risk/return analysis and capital requirement optimisation under SST constraints for clients with advanced portfolio management needs.
FINMA Tool Validation
Validation of SST results against the official FINMA SST calculation tool to support regulatory readiness.
Managed Service
Full operational handling of Swiss reporting cycles, freeing internal teams from manual data normalisation and modelling tasks.
When we are the right fit
Swiss Market Entry
Asset managers entering the Swiss market who are required to produce SST reporting for funds or mandates to meet Swiss insurers' regulatory obligations.
Regulatory Coordination
For insurers requiring an experienced partner to coordinate reporting queries with FINMA, BAG, actuaries, auditors, and CFO functions.
Managed Service Model
For firms that prefer a fully managed SST process given the complexity and business relevance of SST reporting.
Reporting Complexity
For portfolios with high derivative usage or fund-of-fund structures where standard look-through processes fail to meet Swiss regulatory risk classifications.
Understanding the Swiss Solvency Test
The Swiss Solvency Test (SST) is the risk-based regulatory framework used to assess the capital adequacy of private Swiss insurance companies regulated by FINMA.
We support both FINMA/BAG regulated insurers as well as asset managers who are asked to support investors with respective regulatory reporting requirements.
Monitoring Tied Assets
Swiss regulatory monitoring solution for insurers requiring continuous tied assets coverage, look-through transparency, and regulatory limit control.
FINMA Datenerhebung
Swiss regulatory reporting solution for insurers requiring consistent reporting aligned with tied assets monitoring and SST.
Solvency II TPT
End-to-end Tripartite Template production for funds and mandates, including automated look-through, SCR analytics, and secure delivery to investors.
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