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Portfolio Reporting Template for the Swiss insurance market

The SST Fund Reporting Initiative aims to improve the efficiency of transferring position and risk data from asset managers to Swiss insurance companies by a standardized reporting template.

 

EU-wide standard

The Solvency II tripartite template (TPT) is an established standard among asset managers to provide holdings and reference data to Solvency II regulated insurance companies. This template can also be used for SST regulated insurance companies for the purpose of fund look-through.

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Simplified Template

Asset managers that do not have Solvency II regulated clients or do not produce TPT reports for other reasons, a simplified template is proposed. This template aims to cover the requirements related to fund look-through imposed by the SST.

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Initiative

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Background Two fund look-through templates are recommended to Asset Managers who are requested to provide fund look-through reports to Swiss insurance companies: Solvency II Tripartite template (TPT), an EU-wide established standard and a Simplified SST Fund Reporting Template designed to meet Swiss regulatory requirements. While TPT reports are systematically produced by the Asset Management industry to serve EU-regulated institutional clients, this standard is not well enough known yet among Swiss institutional investors. The initiative’s aim is, therefore, to increase the awareness of Swiss institutional investors to an EU-wide standard template and its potential to reduce the operational effort of fund look-through reporting. Asset managers that do not have Solvency II regulated clients or do not produce TPT reports for other reasons, a simplified template is proposed. This template aims to cover the requirements related to fund look-through imposed by the SST.
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Members

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Following companies support the Swiss Solvency Test Fund Reporting Initiative:

solvencyanalytics  credit-suisse  atupri  olz finreoin  responsabiliy  aganola  innova

Tools & Templates

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Sample SST Fund Report: Bond Fund

Sample SST Fund Report: Bond Fund

excel-picto

20160630_sst_v1_XX1234567890.xlsx

Microsoft Excel Table [151.7 KB]

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Sample SST Fund Report: Equity Fund

Sample SST Fund Report: Equity Fund

excel-picto

20160630_sst_v1_XX9876543210.xlsx

Microsoft Excel Table [26.2 KB]

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SST Fund Report Converter (version 1.5)

SST Fund Report Converter (version 1.5)

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SST_Fund_Report_ConverterV1.5.zip

Compressed archive in ZIP Format [1.5 MB]

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Presentation: SST Fund Report Converter

Presentation: SST Fund Report Converter

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20160901 SST Presentation_v1_5.pdf

Adobe Acrobat document [1.2 MB]

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