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, Open-End Funds, Bond Repos, Closed-End Funds, Reverse Convertibles, Depository Receipts, Mortgage-Backed Securities, 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, Extended Settlement Contracts, Rights, Unit Investment Trusts (AssetClass), 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
- Regulatory reference data covering 5M+ instruments for Solvency II use.
- Includes classifications, attributes and exposure identifiers.
- Supports reporting, capital calculations and risk categorization .
CONSISTENT REGULATORY TREATMENT
Improve Insurance Reporting Confidence
- Map portfolios to Solvency II requirements consistently.
- Strengthen transparency across risk and compliance workflows.
- Support audit-ready reporting and regulatory oversight.
MAPPED TO CAPITAL AND RISK RULES
Built for Solvency II Compliance Workflows
- Links instruments and counterparties to regulatory treatments.
- Supports QRT reporting and capital requirement assessments.
- 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.
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