About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Blogs

Morningstar Augments Solvency II Solutions with UBS Delta’s Capital Requirement Calculations

Subscribe to our newsletter

Morningstar UK has extended its range of Solvency II solutions for asset managers through a partnership with UBS Delta that adds fund level Solvency Capital Requirement (SCR) calculations to the company’s fund portfolio holdings data and Solvency II classifications.

Morningstar has included fund portfolio holdings data for many years and Solvency II classification data since 2012 in its data feed solutions. Adding to these, UBS Delta, a provider of risk and performance analytics within UBS Investment Bank’s Investor Client Services Division, will provide the company with SCR score calculations based on its risk analytics and Morningstar’s data. The calculations are available immediately and are offered as a supplementary dataset within Morningstar’s Solvency II reporting solution for asset managers.

Connor Sloman, head of asset management solutions, EMEA, at Morningstar, explains: “We are seeing asset managers taking an active interest in providing additional insight into how their funds’ asset allocations may drive Solvency II capital charges. By including the SCR calculation in client reporting, asset managers can communicate the indicative risk breakdown of their funds’ portfolios to insurance clients using the language and methodology of the Solvency II Standard model.”

Dermot Shortt, global head of UBS Delta, adds: “Asset managers and insurers face a steep hurdle to comply with Solvency II asset reporting and capital rules. Our collaboration with Morningstar will provide a holistic approach to addressing reporting challenges by coupling Morningstar’s global fund database with UBS Delta’s asset analytics.”

Sloman says Morningstar considered a number of prospective partners to calculate SCR scores before selecting UBS Delta on the basis of its expertise in risk analytics and overall solution, but notes that the partnership is not exclusive, allowing Morningstar to work with asset managers using risk analytics from other providers and to make further partnerships depending on client demand.

While Morningstar’s partnership with UBS Delta focuses on asset managers, the company continues to develop and deliver data feed solutions directly to insurance clients that must meet Solvency II requirements to make and report SCR calculations.

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: Unlocking value: Harnessing modern data platforms for data integration, advanced investment analytics, visualisation and reporting

4 September 2025 10:00am ET | 3:00pm London | 4:00pm CET Duration: 50 Minutes Modern data platforms are bringing efficiencies, scalability and powerful new capabilities to institutions and their data pipelines. They are enabling the use of new automation and analytical technologies that are also helping firms to derive more value from their data and...

BLOG

Snowflake Bets it can Bring the Promise of AI to Wary Organisations

Snowflake has rooted its offerings more deeply in artificial intelligence, betting that its data cloud platform can deliver the promise of the technology at a time when many organisations are reappraising their approach to AI implementation. Among a flurry of new service announcements made at the end of last year, Snowflake unveiled plans to launch...

EVENT

Data Licensing Forum 2025

The Data Licensing Forum will explore industry trends, themes and specific developments relating to licensing of financial market data from Exchanges and Data Vendors.

GUIDE

AI in Capital Markets: Practical Insight for a Transforming Industry – Free Handbook

AI is no longer on the horizon – it’s embedded in the infrastructure of modern capital markets. But separating real impact from inflated promises requires a grounded, practical understanding. The AI in Capital Markets Handbook 2025 provides exactly that. Designed for data-driven professionals across the trade life-cycle, compliance, infrastructure, and strategy, this handbook goes beyond...