Release 24.04 ESG
Modifying ESG reference date for ex-post, ex-ante, and custom views
Any ESG analytics is based on a combination of ESG data and position information. The ESG Book of Record carefully selects the ESG data relevant for the analysis date based on the business logic encoded for the specific ESG data point and combines this data point with the position information at the same analysis date. It is now possible to modify the date from which the ESG data is derived. This gives an extra dimension of flexibility in the views and results that are delivered by the EBOR.
The flexibility is available for ESG analytics created via the Flexible Analytics Calculation Service which was made available with SimCorp Dimension release version 24.01.
To modify the reference date of the ESG date point in the Asset Manager, set the relative or absolute date in the “options” menu as indicated in the figure below. Similarly, fields are available in the middle office calculation manager and relevant batch jobs.
Benefits
- Test ESG compliance rules on portfolio with anticipated future ESG data, i.e., ESG data with time stamps on a future date.
- Create ex-post ESG views and reports for portfolios with ESG data that were not known throughout the report period.
Modify date for which ESG data is selected by adding a “Max date”. If no date is provided the default behaviour is to use the analysis date.
Subscription based licensing
ESG Investing
Sales module dependency
ESG Investing
Flexible Analytics Configuration Options: Your Key to Unleashing the Power of Customization
Introducing NFRD – Flexible Analytics Configuration Options: Your Key to Unleashing the Power of Customization
In the ever-evolving landscape of EU ESG regulations, interpretations vary as to how should one calculate the KPIs under the Disclosures Delegated Act (DDA) that companies in scope of the Non-Financial Reporting Directive (NFRD) need to report on. Influenced by auditors, data providers, and competent national authorities within the EU, these variations can be a challenge. But what if you could navigate this complexity with ease?
Enter our new feature, the NFRD – Flexible Analytics Configuration Options. This powerful tool encapsulates all variations of NFRD analytics calculations, offering them as user-friendly, out-of-the-box configuration options.
With this feature, you can effortlessly customize:
- The position value used for calculations, previously available under the Flexible Analytics Onboarding window.
- The treatment of certain positions, whether to mutually exclude them or count them under multiple KPIs.
- The handling of missing data under certain KPIs.
- The calculation of the “eligible, not aligned” KPIs in Annex IV and Annex X of the Disclosure Delegated Act.
- The management of short positions.
Benefits
- Simplicity: Switch between different types of calculations with ease. This one-off exercise applies to all analytics in the package.
- Future-Proof: Stay ahead of the curve. Anticipate changes in vendors’ methodology, auditors’ interpretation, and regulators’ guidance.
- Embrace the future of NFRD analytics. Experience the power of customization like never before with NFRD – Flexible Analytics Configuration Options.
Various configuration options under the NFRD package. If not changed, these are default options.
Subscription based licensing
ESG Investing
Sales module dependency
ESG Investing
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Required visual in product report as defined by EU regulation 
An example of additional KPIs regarding nuclear and fossil gas that are required in Annual financial statements as defined by EU regulation