Regulatory Reporting
UCITS reporting, AIFMD Annex IV, Form PF, MiFID II transaction reporting, Solvency II Pillar 3, and EMIR derivative reporting.
Report generation
Asset Atrium's regulatory report generator extracts data from Oracle RAC position and transaction tables, applies regulatory calculation rules, formats output per regulator specifications, and delivers reports via SWIFT, secure file transfer, or regulator portals. All generated reports are archived with full audit trail.
Supported regulatory reports
| Report | Regulation | Frequency | Filing Method | Jurisdiction |
|---|---|---|---|---|
| UCITS KIID / KID (PRIIPs) | UCITS IV / PRIIPs Regulation | Annual + ad-hoc on material change | Fund distributor portal / regulatory repository | EU |
| UCITS Risk Report | UCITS Directive Art. 51 | Semi-annual | Management company to regulator | EU |
| AIFMD Annex IV | AIFMD (2011/61/EU) Art. 24 | Quarterly (large AIFs) / Semi-annual (small) | XML via national regulator portal (for example, CSSF eDesk) | EU |
| MiFID II Transaction Report | MiFIR Art. 26, RTS 25 | T+1 (next business day) | XML via ARM (Approved Reporting Mechanism) | EU |
| Form PF | SEC / CFTC (Dodd-Frank) | Quarterly (large advisers) / Annual (small) | EDGAR / PFRD filing system | US |
| Form N-PORT | SEC Investment Company Act | Monthly filing; quarterly public | EDGAR XML filing | US |
| Solvency II QRT (Pillar 3) | Solvency II Directive | Quarterly | XBRL via national supervisor portal | EU |
| CPO-PQR | CFTC Regulation 4.27 | Quarterly | NFA EasyFile | US |
| EMIR Trade Report | EMIR Art. 9 | T+1 | XML via Trade Repository (DTCC, Regis-TR) | EU |
AIFMD Annex IV reporting
Asset Atrium generates the full AIFMD Annex IV XML report covering:
- Fund identification: LEI, fund name, domicile, AIF type, investment strategy code
- NAV and AUM: Reported at fund level and aggregated at AIFM level
- Instrument breakdown: Positions categorized by macro asset type, sub-asset type, and geographical focus
- Principal exposures: Top 5 portfolio concentrations by value, top 5 markets traded
- Leverage: Gross and commitment method leverage ratios
- Risk profile: Market risk, counterparty risk, liquidity profile (investor and portfolio side)
- Stress test results: Impact of equity, interest rate, FX, and credit stress scenarios
AIFMD filing deadlines
Large AIFMs (AUM > EUR 1bn) must file Annex IV quarterly within 30 days of quarter-end. Small AIFMs file semi-annually within 30 days. Late filing triggers regulatory inquiry and potential sanctions. Asset Atrium includes a filing deadline calendar with automated reminders at T-14 and T-7 days.
MiFID II transaction reporting (RTS 25)
Asset Atrium generates MiFID II transaction reports for all reportable instruments traded by the investment manager:
| Field Category | Key Fields | Source |
|---|---|---|
| Buyer / Seller | LEI, national ID, decision maker, execution entity | Client static data, ATIM user records |
| Instrument | ISIN, CFI code, underlying ISIN (for derivatives) | Bloomberg reference data, instrument master |
| Transaction | Price, quantity, venue (MIC), execution timestamp, trade venue transaction ID | FIX execution reports, OMS |
| Transmission | Transmitting firm LEI, receiving firm LEI | Broker static data |
Reports are transmitted to the national competent authority via an Approved Reporting Mechanism (ARM) by T+1 close of business. Asset Atrium supports direct ARM connectivity or delegation to the executing broker.
Form PF reporting
For US-registered investment advisers with private fund AUM exceeding USD 150 million, Asset Atrium generates Form PF data covering:
- Basic fund information and AUM
- Borrowings and types of creditors
- Derivative positions by asset class and counterparty
- Portfolio turnover and liquidity profile
- Investment performance (gross and net) by period
- Investor concentration and redemption terms
- Risk metrics: VaR, portfolio duration, leverage
Solvency II lookthrough (Pillar 3)
Insurance company clients require lookthrough reporting on their asset portfolios for Solvency II Pillar 3 Quantitative Reporting Templates (QRTs). Asset Atrium generates:
- S.06.02: List of assets (line-by-line position detail with CIC codes)
- S.06.03: Collective investment undertakings - lookthrough
- S.08.01: Open derivatives (position detail)
- S.08.02: Derivative transactions during the period
Report reconciliation
Before filing, Asset Atrium performs automated reconciliation between the regulatory report data and the official fund accounting records. Discrepancies above a configurable threshold trigger a reconciliation break that must be resolved before the report can be submitted.
Report archive and audit
All generated regulatory reports are archived in Asset Atrium with:
- Full report content (XML, XBRL, or PDF as applicable)
- Generation timestamp and user who triggered the report
- Review and approval chain (4-eye for regulatory filings)
- Filing confirmation and regulator acknowledgment reference
- Any amendments filed and the reason for amendment