LEGAL & ESG REPORTING

Accurate risks and portfolio reports for cross asset portfolios

Accurate and timely reports

With more and more regulations applying to investment managers, and the rise of ESG finance, the production of legal and ESG reports represent a key challenge. Quantilia assists your team in this task by handling the full data process, running the calculations and producing the right documents. Together with your legal team or assisted by an external consulting firm, Quantilia implements your guidelines checks, calculates your scores, produces your legal reports and help you focus on the rest of your activity.

Quantilia’s data cleaning processes

Quantilia’s data cleaning processes

Accurate and timely reports

With more and more regulations applying to investment managers, and the rise of ESG finance, the production of legal and ESG reports represent a key challenge. Quantilia assists your team in this task by handling the full data process, running the calculations and producing the right documents. Together with your legal team or assisted by an external consulting firm, Quantilia implements your guidelines checks, calculates your scores, produces your legal reports and help you focus on the rest of your activity.

RISK REPORTS

Quantilia risk reports include the necessary calculations and market scenario simulations for the recent EU regulations, such as the Packaged Retail and Insurance-based Investment Products (PRIIPs).

  • Synthetic Risk and Reward Indicator (SRRI), focusing on market risk (Market Risk Measure, MRM)
  • Summary Risk Indicator (SRI), focusing not only on market risk but also on credit risk (Credit Risk Measure, CRM)
  • VaR, CVaR, Cornish Fisher, market scenarii
  • Generation of EPT (European PRIIPS Template) and CEPT (Comfort European PRIIPs Template)
  • Costs and performance fees analysis
  • Funds prospectus guidelines checks and alerts
Assess the impact of potential trades on your portfolio, run ex-ante overlap analysis to figure out the real diversification brought by each new fund or ETF and reshuffle your positions accordingly, make sure each possible investment respects specific statutory and regulatory guidelines.

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Initial universe selection, allocation, dynamic selection & management fees

ESG: DASHBOARDS, MONITORING AND REPORTINGS

Quantilia is a leader for the creation of ESG dashboards and reports, representing your exact ESG investment policy. From standard SFDR reports to specific dashboards for large institutions, it is ESG data agnostic and perfectly suited to a changing regulation and a growing care from investors and stakeholders. Based on the integration of ESG (Environment, Social, Governance) data, it takes into account any granularity level (pillars, sub-pillars, raw data) and runs the carbon impact calculations needed at the portfolio level.

  • ESG Article 173 reporting obligations
  • Portfolio carbon footprint
  • Sustainable Finance Disclosure Regulation (SFDR) article 8
  • Sustainable Finance Disclosure Regulation (SFDR) article 8
  • Sustainable Finance Disclosure Regulation (SFDR) article 9
  • Proportion of assets (e.g. ETFs) respecting SDFR 8 or more

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SHAREHOLDING DISCLOSURES

Large investors are required to produce shareholding disclosures when they reach a certain threshold in voting rights. This process requires a deep understanding of local regulation, as well as the capacity to carefully monitor each position.
Quantilia has developed for the main markets a shareholder disclosure monitoring system, to monitor the voting rights by regulations, trigger alerts and draft legal documents to the regulator.

  • Detail the exact positions you are holding by portfolios, sub-portfolios, branches
  • Apply the rules by jurisdiction in each relevant market
  • Detect thresholds on the way up or down
  • Draft the legal documents needed by the regulator
With Quantilia fully audited methodology, keep your transparency requirements up to date and track your voting rights disclosure.