Pension and insurance institutions are required to provide so-called Solvency capital reports to the local supervisor. ITS has a long-lasting experience in providing these reports for pension institutions. All required asset templates are provided including the required portfolio look-through information. Stress test calculations and asset classifications are provided in line with the requirements. Together with the final report ITS also delivers the necessary cashflow detail for your actuaries to do their own checks and validations.
Dutch institutional asset owners and investment funds are required to disclose monthly and quarterly portfolio information and movements on the instrument type level and even on the ISIN level. The MER report shows the monthly securities movements at the ISIN level where the MESRAP report shows this on the instrument type level for the complete balance sheet.
AIFM(D) (annex IV)
As part of the reporting obligations under AIFMD, all European registered alternative asset managers marketing into the EU or EEA are now required to report to their particular jurisdiction under AIFMD. Non-EU alternative fund asset managers are also required to file in all jurisdictions into which they market. There are two Annex IV report categories:
AIFM report; a consolidated view of assets managed and the AIF report; required for each fund detailing assets held, exposures and investor profiles. Our managed solution compiles your report with all the required information. Herewith we collect the necessary information from your fund custodian/depositary such as portfolio details or participant register details. Any necessary static or semi dynamic fund information or risk information is collected through bespoke files.
ITS uses market leading technology to ensure accuracy, consistency, timeliness, and availability of completed reports. Final reports are online available and ready for submission with the regulator.