Citisoft Blog

Solvency II Preparedness: The Asset Management Perspective

Written by Brian Clarke | Feb 18, 2015

Just how prepared are typical, large asset management firms with insurance mandates to meet their ‘responsibilities’ under the Solvency II regulation?

The readiness of asset managers for Solvency II has been the subject of a number of studies commissioned by consulting and law firms, but my objective is to get to the story ‘behind the data’ and perhaps unearth some issues that haven’t previously been highlighted.

From my conversations with asset management firms, it has become clear that the anecdotal evidence available online is probably quite accurate in terms of a general lack of progress among asset managers. The stance that asset managers appear to be taking is that Solvency II is the responsibility of the insurers (which is correct), but the asset manager will comply with requests from insurers only to the extent that the data being requested is readily available.

Some asset managers have met with some insurance system vendors to be told that their insurance clients were signing up (for free) for the vendor’s platform and that the asset manager would need to provide the data (and pay to use the service). Understandably, many asset managers are unhappy with such a ‘proposition’.

Challenges for asset management firms

Concerning Solvency II, there are many questions that asset management firms currently face. These include:

  • Where will the data be sourced?
  • Will the insurer have to supplement what they receive from the asset manager?
  • The requirements for granular data related to derivatives and structured products may be a challenge – is it available?
  • Some insurers will take a closer look at the portfolios in order to align them with risk-based assessments. This may lead to changes in portfolio models and consequently alterations to the data model.
  • Asset managers cannot work in isolation; they must be in partnership with their insurance client. Is the relationship right?
  • Will asset managers be able to cope with the volume of granular data they will need to provide and at the required frequency?
  • Some asset managers will have to 'manage' both the client's requirements and that of their third party administrator. Will this create conflicts?
  • How will asset managers provide look-through data?

It is clear that there are technological, operational and relational obstacles to overcome.

Managing the costs

Although asset managers will need to respond to requests for data, it is the responsibility of the insurers to comply with Solvency II regulation. The cost burden will therefore fall on both organisations, both tangible and intangible.

Whilst vendors are pushing their solutions, these would appear to involve asset managers paying a substantial sum to interface. If the asset managers provide the additional codes for Solvency II (LEI, CIC, NACE) this may incur extra costs.

I believe asset managers will avoid any expenditure on behalf of the insurers at all costs. They are likely to provide look-through of fund data to the level required in Excel form. If they do not have the wherewithal to provide look-through data then they may need to provide this functionality from a third-party, at cost.

Conclusion

With live reporting due to begin from 1st January 2016, the task for asset management firms is immense. They must work back from the date of solution sign-off to leave time for User Acceptance Testing, implementation, bespoke development, data mapping and a review of the solution providers

From our conversations with asset managers, we have drawn the following conclusions: there is a lack of clarity of the Solvency II requirements in general; most asset managers are waiting for their insurance clients to request data; most asset managers do not want to continue spending money on solutions (particularly when it is not their direct responsibility); and most submissions are likely to be on spreadsheets.

The implications of this situation are very serious for the insurance and asset management industries. For asset management firms, is it time to take a holistic view of data management, with a more strategic perspective on the retention of clients, securing competitive advantage and leveraging accurate data across the entire organisation?