Solvency II Reporting

Solvency II Tripartite Template

  • Solvency II requires a look-through of the majority of balance sheet assets. Our services include the production of Solvency II Tripartite Reports with SCR calculations and fund-of-fund look-through
  • Production of Tripartite reports from raw fund accounting data including mapping of CIC and NACE codes, FX hedges to shareclasses etc.
  • We see significant relevance of indicative SCR calculation to support insurance clients in their ALM and regulatory processes

Quantitative Reporting Templates (QRT)

  • We support insurance companies and asset managers in populating QRT templates (S.06.02, S.07.01, S.08.01, S.08.02, S.09.01, S.06.03, S.10.01, S.11.01, S.26.01, S.26.02) including Currency, Counterparty and Concentration risk analysis
  • Supporting syndicates in producing Lloyd’s QAD reporting templates (QAD230, QAD233, QAD234, QAD236 and QAD910)

Fund Look-through

  • Sourcing fund holdings data in Solvency II Tripartite format from over 100 fund providers and promoters
  • Fund look-through enrichment of target funds. Utilising our online platform we can include look-through of third-party funds into new or existing TPT reports
  • Existing redistribution NDAs with various fund providers across Europe
  • Supporting you in the setup of NDAs wherever required by the fund provider

SCR Calculation and SCR Factsheets

  • We provide SCR calculation of all holdings, including OTC products and complex derivatives
  • Verification of results, if necessary in dialogue with product specialists and portfolio managers
  • Aggregation of results into our SCR Factsheet
  • Production of SCR Factsheets and SCR figures in openfunds standard

VAG Reporting

  • German pension funds and insurance companies need to comply with BaFin requirements
  • In order to facilitate the reporting process the German Investment Fund Association (BVI) has created a standard VAG reporting template
  • We support our clients in creating VAG reports based on their raw input data