Solvency II Client Reporting

Regulatory reporting for insurance asset management.

Regulatory solvency requirements for insurance companies under the European Solvency II framework will substantially impact the institutional asset management industry.

Asset managers will have to provide investing insurance companies with detailed information, classified and enriched in accordance with EU regulatory rules, using the "Assets - D4" Quantitative Reporting Template (QRT). This information relates to investments in fund portfolios as well as a target fund look-through. Institutional sales and product development staff will also require information about the possible effects of fund investments on insurers' solvency capital requirements in order to offer clients efficient products with appeal from a risk and capital adequacy standpoint.


As with VAG Reporting from IDS, fund managers regularly receive the proper transparency documentation based on the investment position data to hand out to the investor and the regulatory authorities.


Additionally, IDS offers continual or event-based monitoring of Solvency Capital Requirements for market risks arising from the investment structure of the fund under the standard approach. Institutional reporting units receive this data in a format compatible with the QRT "SCR-B3A" or in raw form for integration in proprietary reporting systems. IDS also provides the fund company's sales staff with Solvency II Factsheets, which supplement the traditional Factsheets to help investing insurers make the best possible risk and reward decisions.

Data management

  • Individual assignment of Complimentary Identification Codes (CIC Service)
  • Collection and distribution of information from the “Assets-D4” QRTs of third party companies to enable a target fund look-through (Fund Data Hub)
  • Proxy service for non-transparent target funds to reduce investor capital requirements


  • Calculation of the Solvency Capital Requirement (SCR) for market risks under the standard approach


  • Generation of the QRTs “Assets-D4” and “SCR-B3A” (excerpt) for the portfolios managed by the fund company based on the position data; including all necessary calculations
  • Creation and production of Solvency II Factsheets
  • Calculation of the Return on Solvency Capital Requirement (RoSCR)