Regulatory Reporting Data Set

 

 

 

 

 

 

 

Product Overview

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Regulatory Reporting Data Set

Nations worldwide are paving the way towards embracing sustainability guidance. Not only will this serve the appetite of a vast segment of investors, but it will also direct efforts to combat greenwashing. This dataset will be covering announced/released Sovereigns’ sustainability-related guidelines.

Sustainable Finance Disclosure Regulation (SFDR)

Supporting the EU Sustainable Finance Action Plan, IdealRatings has created its Sustainable Finance Disclosure Regulation (SFDR) sub-data set. IdealRatings SFDR data solution includes two main components:

Principle Adverse Impact (PAI)

The level II measures have set 70+ indicators as adverse sustainability factors. These indicators were mapped, by IdealRatings, to an initial 90+ in-house indicators, reflected under 13 of our KPIs, as a mean enabling our clients meet a considerable component of the required reporting standards. These 100+ indicators include metric, qualitative, and business involvement data elements.

Articles 8&9 Alignment

As per the SFDR regulation 2019/2088 of the European Parliament, Article 8 refers to products only promoting environmental or social characteristics of an investment, while Article 9 refers to products that have solid sustainable objectives in its investments. IdealRatings has set a methodology for companies to ensure the alignment of their products constituents with the above-mentioned articles; 8 and 9. To materialize the real effect of the products’ constituents and measure their level of alignment, different responsible investment themes were used in addition to setting proxies for key points in both articles.

EU Taxonomy

IdealRatings’ EU Taxonomy data set comes in line with the European Commission Regulatory requirements in line with its sustainability-related Action plan. The Screening process implemented by IdealRatings provides the following outputs:

Percentage Disclosures

Following the regulation’s guidance, IdealRatings follows a 4-step approach to derive the required alignment percentages of: Turnover, CAPEX, and OPEX per economic activity. The level of alignment is assessed based on the activity’s performance in the TSC, DNSH, and Minimum Safeguards.

Granular Data

Given that the level of alignment calculation criteria might differ from one financial market participant (FMPs) to another, IdealRatings provides raw granular data of the TSC, DNSH, and Minimum safeguards assessment per activity. This allows for internal calculations to be easily conducted by FMPs.