Fund look through is important for both reporting purposes and for correct calculation of the SCR for market risk. This is often one of the most challenging areas to meet the regulatory requirements. Derivative exposures in fund investments are one area in particular which can offer challenges in terms of data and calculation of the underlying risks.
Escali's solutions offer an integrated full look-through functionality which ensure all underlying risk is identified and included in the SCR calculation.
Please contact us for more details on the solutions we can offer in this area (email: firstname.lastname@example.org or phone: 0047 55 52 77 70)