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Regulatory Data | Regulatory and Tax Reference

Solvency II

Regulatory reference data supporting Solvency II reporting, compliance and risk assessment workflows.

  1. Key facts
  2. Overview
  3. Description
  4. Access
  5. All categories
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Key facts for Solvency II

Coverage metric

Geography:
EMEA
History:
From 2016
Coverage count:
Asset Classes - 5,000,000+ Instruments
Asset Class
Bond & STIR Futures & Options, Bond Repos, Open-End Funds, Closed-End Funds, Reverse Convertibles, Mortgage-Backed Securities, Depository Receipts, Synthetic Instruments (AssetClass), Exchange-Traded Funds (AssetClass) (1), Funds, Preference Shares, Mini Futures (AssetClass), Money Market Funds (AssetClass), Units, Closed-End Fund Rights, Futures, Fixed Income, Fund Derivatives, Commodity Forwards, Real Estate, Forward Rate Agreements / Fixings / Spreads (AssetClass), Other Equities (AssetClass), Contracts for Difference, Real Estate Derivatives, Spreads, Swaps, Depositary Shares, Company Warrants, Commodities, Single Period Swaps / Fixings (AssetClass), Interest Rate Derivatives, Investment Certificates, Commodity Derivatives, Commodity Strips, Pension Funds, Commodity Spots, Bonds, Equity Derivatives, Hedge Funds (AssetClass) (1), Warrants, Rights, Unit Investment Trusts (AssetClass), Extended Settlement Contracts, Commodity Fair Values, Default Swaps, Credit Derivatives, Exchange-Traded Managed Funds (AssetClass), Separate Accounts, Caps / Floors, Optimized Portfolio as Listed Securities, Ordinary Shares, Insurance Funds, Asset-Linked Securities, Equities, Loans, Swaptions, Company Options, Participation Shares, Securitised Products, Derivatives, Options, Exchange-Traded Vehicles, Bond Spreads

Delivery metadata

Data Frequency
Irregular
Language
English (United Kingdom)
Delivery methods:
Excel, Deployed/Onsite Servers, API, Web Service, SFTP, Cloud, Desktop, FTP, Bulk, Website
Data formats:
CSV, GZIP, JSON, Delimited, Text, Bitmap, PCAP, Zip Archive, PDF, XML, Python, HTML, MPEG, User Interface
Minimum service frequency
Irregular

Overview of Solvency II

SOLVENCY II REFERENCE DATA

Regulatory Data for Insurance Reporting

  1. Regulatory reference data covering 5M+ instruments for Solvency II use.
  2. Includes classifications, attributes and exposure identifiers.
  3. Supports reporting, capital calculations and risk categorization .
CONSISTENT REGULATORY TREATMENT

Improve Insurance Reporting Confidence

  1. Map portfolios to Solvency II requirements consistently.
  2. Strengthen transparency across risk and compliance workflows.
  3. Support audit-ready reporting and regulatory oversight.
MAPPED TO CAPITAL AND RISK RULES

Built for Solvency II Compliance Workflows

  1. Links instruments and counterparties to regulatory treatments.
  2. Supports QRT reporting and capital requirement assessments.
  3. Provides a controlled foundation for reporting processes.

Description of the dataset

· LSEG provides standardised Solvency II reference data for insurance and reinsurance regulatory reporting. We support firms that need consistent linkage between portfolio positions, counterparties and Solvency II regulatory treatments. · Our Solvency II content includes classifications, regulatory attributes and exposure-related identifiers used to interpret capital and reporting obligations. We help customers map financial instruments and counterparties into the segmentation required by the Solvency II framework. · We structure reference attributes to support quantitative reporting templates, capital requirement calculations and risk categorisation. LSEG enables customers to maintain audit-ready connections between investment data and regulatory reporting outputs. · Our approach helps insurers improve consistency across portfolio management, risk, finance and compliance workflows. We provide a controlled foundation for Solvency II reporting across jurisdictions where supervisory requirements must be applied accurately.

Accessing the dataset

This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

Tick History
Historical tick data service providing intraday trades, quotes and market-depth data dating back to 1996. Covering OTC and exchange-traded instruments across hundreds of global venues, Tick History delivers cleaned, structured and normalised data using RIC symbology and LSEG's data model to support consistent analysis across workflows. Access historical market data via web applications, APIs, cloud-based query services or scalable file delivery, with support for on-premises, cloud and hybrid deployment models.
  • Data formats:
    • GZIP, XML, JSON, CSV, SQL, Text, Metafile Picture, Python, Bitmap, User Interface
  • Delivery methods:
    • Excel, API, Cloud, Desktop, FTP, SQL, Website
  • Minimum service frequency:
    • Real‑Time
  • Service Frequency Description:
    • Continuous, Continuous And End Of Day, Daily, Daily Updates, End Of Day, Intraday, Intraday Snapshot, Monthly, Most Of The Records In This Service Updates Real-Time, On Demand, Once A Day, Real Time, Real Time Delayed, Real-Time, Real-Time And End Of Day, Streaming, Weekly

All categories

Full list of all categories