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

Recorded Webinar: Sponsored by FundGuard: NAV Resilience Under DORA, A Year of Lessons Learned

The EU’s Digital Operational Resilience Act (DORA) came into force a year ago, and is reshaping how asset managers, asset owners and fund service providers think about operational risk. While DORA’s focus is squarely on ICT resilience and third-party dependencies, its implications extend deep into core operational processes that are critical to market integrity, investor...

BLOG

Banks Should Optimise Collateral in 2026 to Lay the Groundwork for Greater Efficiency and Innovation

By James Pike, Chief Revenue Officer and Head of Strategy, Taskize. Collateral teams have been tested in 2025. Banks have weathered multiple bouts of high volatility, including the fallout from ‘Liberation Day’ and sell-offs over fears of a possible AI bubble. Sharp spikes in volatility across multiple asset classes have the potential to disrupt collateral...

EVENT

AI in Capital Markets Summit London

Now in its 3rd year, the AI in Capital Markets Summit returns with a focus on the practicalities of onboarding AI enterprise wide for business value creation. Whilst AI offers huge potential to revolutionise capital markets operations many are struggling to move beyond pilot phase to generate substantial value from AI.

GUIDE

ESG Data Handbook 2022

The ESG landscape is changing faster than anyone could have imagined even five years ago. With tens of trillions of dollars expected to have been committed to sustainable assets by the end of the decade, it’s never been more important for financial institutions of all sizes to stay abreast of changes in the ESG data...