Consultancy-grade expertise meets industrial-scale automation

Traditional regulatory calculation services force asset managers to choose between specialist boutiques offering deep expertise but limited scale, or industrial providers delivering volume but lacking calculation sophistication. FE fundinfo combines both: consultancy-level regulatory knowledge with enterprise-grade automation and infrastructure. Our Centre of Excellence employs specialists with deep understanding of regulatory calculation methodologies across European jurisdictions. These experts are supported by industrial-strength technology that automates data collection, validation, calculation execution and document production. You receive both the accuracy that regulatory compliance demands and the efficiency that commercial operations require.

Broadest European coverage

Access comprehensive coverage for regulatory templates and calculation methodologies across European markets. The service supports PRIIPs KIDs, country-specific disclosure documents, cost transparency reporting and performance measurement across Austria, Belgium, France, Germany, Italy, Luxembourg, Netherlands, Spain, Switzerland, UK and other jurisdictions. Unique local requirements for how performance, costs and risks must be calculated and presented exist and must be applied. Our Centre of Excellence maintains current knowledge of these requirements, ensuring your regulatory disclosures meet local expectations without requiring you to maintain expertise across all markets. When you expand into new jurisdictions, the service provides calculation capabilities and templates immediately. Your operations teams use familiar processes whilst we handle market-specific complexity behind the scenes.

Proven scalability through Centre of Excellence

The Centre of Excellence delivers calculations for thousands of funds across hundreds of asset managers monthly. This scale provides two critical advantages: proven ability to handle enterprise volumes, and continuous improvement driven by diverse calculation scenarios. When unusual situations arise with your funds, our specialists have likely encountered similar circumstances with other clients. This collective experience informs methodology selection and exception handling, giving you access to knowledge that would be difficult to maintain within a single organisation. Scale also drives continuous platform enhancement. Automation improvements, validation rules and calculation methodologies are refined based on insights from across our client base. You benefit from ongoing service improvement without requiring internal investment.

One partner for expertise, technology and managed service

Consolidate regulatory calculation relationships with one partner who provides specialist expertise, industrial-grade technology and comprehensive managed service. This integration eliminates coordination overhead between multiple vendors and prevents delays caused by unclear responsibilities. Your operations teams have a single point of contact for questions, issues or methodology discussions. Whether you need help configuring a new product type, understanding calculation results or resolving data quality issues, one support team handles all aspects of the service. This integration extends to our broader Nexus platform. Regulatory calculations connect seamlessly with fund data management, document production and distribution capabilities. Data flows between services without manual intervention, creating an integrated workflow from data collection through investor disclosure.

What is a PRIIPs KID and who needs to produce one?

A PRIIPs KID (Key Information Document) is a standardised disclosure document required under EU regulation for packaged retail and insurance-based investment products. Asset managers must produce PRIIPs KIDs for products sold to retail investors across European markets, including investment funds, structured products, life insurance policies with investment elements, and derivatives. The document presents essential information about the product in a consistent three-page format covering objectives, risk and reward profile, costs, and performance scenarios. Manufacturers must ensure calculations comply with technical standards specified in Commission Delegated Regulation (EU) 2017/653, which prescribes exact methodologies for deriving performance scenarios, risk indicators, and cost disclosures across four product categories. FE fundinfo's Regulatory Calculations service performs all PRIIPs KID calculations in-house through our Centre of Excellence, ensuring accuracy across categories 1-4 products whilst maintaining comprehensive documentation that supports regulatory examinations.

How do PRIIPs KID calculations differ from KIID calculations?

PRIIPs KIDs replaced KIIDs (Key Investor Information Documents) with more complex calculation methodologies designed to enable comparison across different product types. The critical differences affect three core areas: performance scenarios, risk measurement, and cost presentation. Performance scenarios under PRIIPs require probabilistic modelling across four scenarios (stress, unfavourable, moderate, favourable) using prescribed confidence intervals and historical data periods. KIIDs presented simpler past performance data. Risk measurement shifted from the KIID's SRRI (Synthetic Risk and Reward Indicator) to the PRIIPs Summary Risk Indicator, which incorporates credit risk alongside market risk and uses different calculation windows. Cost disclosure under PRIIPs demands more granular breakdown including reduction in yield calculations and cumulative cost projections across multiple holding periods. Transaction costs must be calculated using specific methodologies based on portfolio turnover and dealing spreads, creating significantly more complex data requirements than KIIDs required. Our Centre of Excellence maintains specialist knowledge of both calculation frameworks, ensuring accurate implementation whilst managing the transition complexity that affects many European asset managers.

What regulatory templates do you support beyond PRIIPs KIDs?

FE fundinfo supports comprehensive template coverage across European markets including Austria, Germany, Italy, Luxembourg, Belgium, France, Netherlands, Spain, Switzerland, and the UK. Each jurisdiction imposes specific requirements for performance presentation, cost disclosure formats, and risk metric calculations that extend beyond PRIIPs requirements. Key templates include Austrian fund fact sheets with TER disclosures, German BVI templates for cost transparency, Italian Modulo templates, Luxembourg simplified prospectus formats, Swiss Asset Management Association templates, and UK factsheet requirements. We maintain current knowledge of EMT (European MiFID Template), EET (European ESG Template), and SFDR (Sustainable Finance Disclosure Regulation) reporting requirements. The service adapts automatically when national regulators update template specifications or introduce new disclosure obligations. Your operations teams continue using familiar processes whilst we handle jurisdiction-specific complexity, ensuring compliant outputs across evolving regulatory landscapes without requiring you to monitor developments across multiple markets. Access to templates includes both calculation engine capabilities and formatted document production, creating end-to-end coverage from data validation through regulatory filing.

How do you ensure calculation accuracy and audit readiness?

Calculation accuracy depends on three foundational elements: proven methodologies, rigorous data validation, and comprehensive documentation. FE fundinfo's Centre of Excellence performs all calculations in-house using methodologies validated through thousands of implementations across 75+ jurisdictions. Every calculation maintains complete data lineage showing inputs used, transformations applied, and methodology selected. You can drill from final outputs back through intermediate calculations to source data with full transparency at every stage. When auditors or regulators question figures, you provide comprehensive documentation without requiring manual reconstruction of calculation steps. Data validation occurs before calculations commence, catching issues at source rather than discovering errors after documents have been produced. Validation rules are configured based on product type, calculation methodology, and jurisdiction-specific requirements. The platform applies statistical controls to identify outliers that may indicate data issues or genuinely unusual market conditions requiring attention. Independent validation ensures calculation methodologies comply with regulatory requirements before implementation and whenever material changes are made. Your internal audit teams can review validation documentation as part of their oversight of outsourced services, supporting governance obligations whilst reducing audit burden on operations teams.

What data sources do you need to perform regulatory calculations?

Regulatory calculations require four primary data categories: NAV and pricing data, portfolio holdings and transactions, fee and expense information, and product classification details. Data flows from your fund administrators, transfer agents, custodians, and portfolio management systems through flexible integration options including API, SFTP, email, or manual upload. NAV data must include daily valuations, share class pricing, and currency information. Portfolio holdings require security identifiers, quantities, valuations, and asset classification. Transaction data captures dealing costs, turnover rates, and subscription/redemption activity. Fee structures include management fees, performance fees, administration costs, custody charges, and other expenses that affect cost disclosures. The platform validates data quality at ingestion using rules configured during implementation to match your specific data structures. When data fails validation checks, the system alerts appropriate contacts with clear explanations of what requires correction. Data mapping is configured once during onboarding, then data flows automatically without requiring manual file preparation. Historical data requirements vary by calculation type. PRIIPs performance scenarios require five years of returns data where available. Cost calculations need 12 months of expense data. Risk indicators use prescribed look-back periods specified in technical standards. Our implementation team works with your operations to ensure all required historical data is captured during onboarding.

Can you handle complex fund structures and multiple share classes?

The service supports complex product structures including umbrella funds with multiple sub-funds, master-feeder arrangements, fund of funds, share class hedging, and multi-currency dealing. Our Centre of Excellence has successfully onboarded asset managers operating hundreds of share classes across numerous jurisdictions with varying fee structures and distribution arrangements. Shared cost allocation across share classes follows your specified methodologies, ensuring costs are apportioned accurately based on asset levels, investor types, or other criteria. Performance calculations accommodate share class hedging, treating hedged and unhedged classes appropriately in scenario analysis and return calculations. Multi-currency products receive correct treatment in cost projections and performance scenarios. Complex doesn't mean slow. The platform processes regulatory calculations for thousands of funds monthly, demonstrating proven capability to handle enterprise-scale volumes whilst maintaining quality. Calculation logic is configured during implementation based on your product characteristics, then executes automatically on configured schedules. When unusual product characteristics require tailored approaches, our specialists apply regulatory knowledge and industry experience to determine appropriate calculation treatments. You maintain visibility into methodology selection through comprehensive documentation, ensuring transparency for compliance oversight and regulatory examinations.

What happens when regulations change or new requirements emerge?

Regulatory change management operates as a core service component, not an exceptional activity. Our Centre of Excellence monitors regulatory developments across European jurisdictions, tracking consultations, final rules, technical standards updates, and implementation guidance from national competent authorities. When regulations change, we analyse implications for calculation methodologies, template formats, and data requirements. Methodology updates undergo validation before implementation to ensure accuracy and regulatory compliance. Template modifications propagate automatically to affected clients based on product types and target markets. Your operations teams receive advance notification of material changes with clear explanations of impacts and any actions required on your side. Implementation timelines follow regulatory effective dates, ensuring you remain compliant without requiring internal resources to track and interpret regulatory developments. This proactive approach extends beyond mandatory changes to include regulatory guidance, industry best practices, and technical standard clarifications. When regulators issue Q&A documents or supervisory expectations, we incorporate relevant learnings into calculation approaches and documentation standards. The service has successfully managed major regulatory transitions including the shift from KIIDs to PRIIPs KIDs, introduction of SFDR disclosure requirements, and ongoing MiFID II cost transparency enhancements. Your operations continue using familiar processes whilst we handle regulatory complexity behind the scenes.

Calculation Service

Regulatory risk, performance and cost calculations, produced in-house and explained in Nexus

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Calculations

Regulatory calculations you can produce, explain and evidence

Every regulatory update brings more figures to validate, more suppliers to manage and more risk to carry. UK CCI, PRIIPs, UCITS, MiFID II, SFDR and SDR each prescribe their own methodology, and each methodology keeps changing.

Your teams reconcile outputs between vendors, rebuild calculation steps by hand when an auditor asks, and sign off figures they cannot fully explain. That is the position most investment managers are in today.

Key stats

FE fundinfo's Calculation Service produces those figures in-house. Our Centre of Excellence owns the methodology for every framework we cover, from source data through to the disclosed number.

70 +

specialist regulatory experts

10 +

regulatory frameworks

20 +

European markets

Calculations

Full transparency into your regulatory calculations, powered by Nexus

Calculation Centre turns regulatory calculations from a fragmented, error-prone vendor exercise into a single, auditable Nexus workflow, giving your risk, compliance and operations teams complete visibility, control and evidence, without the manual reconciliation.

Full visibility and transparency

View your calculated data and understand it.
Stop paying for reconciliation

One Nexus module replaces disconnected calculation vendors and manual spreadsheet cross-checking with a single, connected audit trail.
Prove it when they ask

Downloadable whitepapers and Excel spreadsheets give your compliance team documented, audit-ready evidence for every methodology, on demand.

Ready to simplify your calculations?

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The calculations we produce

Our Centre of Excellence performs every calculation in-house. These are the outputs the service generates.

Risk indicators

UK CCI risk score (one to 10), PRIIPs Summary Risk Indicator (SRI, one to seven), UCITS Synthetic Risk and Reward Indicator (SRRI), volatility measures and value at risk. Scores are monitored continuously and alerts are raised before publication when one moves.

Performance

PRIIPs performance scenarios across all four prescribed outcomes (stress, unfavourable, moderate and favourable), UK CCI 10 year past performance on a £10,000 basis, time weighted and money weighted returns, annualised returns and benchmark comparisons.

Costs and charges

Ongoing charges, total expense ratio (TER), entry and exit costs, performance fees, reduction in yield and cumulative cost projections across multiple holding periods, plus ex-ante and ex-post MiFID II cost disclosures.

Transaction costs

Calculated by a dedicated transaction cost team to PRIIPs level 2 requirements, the ESMA questions and answers, and the UK CCI costs and charges rules.

ESG and sustainability

Principal adverse impact (PAI) metrics, do no significant harm (DNSH) assessments, taxonomy alignment, European ESG Template (EET) data points, carbon emissions and carbon intensity.

Look-through analytics

Solvency II sensitivities including modified duration, spread duration, delta, vega, gamma and rho, interest rate and spread scenarios, and solvency capital requirement (SCR) calculation.

Complex structures

Cost apportionment across share classes to your specified methodology, umbrella and sub-fund structures, master feeder arrangements, fund of funds, share class hedging and multi-currency dealing.

Governance and quality assurance

Three complementary controls keep calculation quality consistent.

Methodology documentation

Every methodology we apply is documented and version controlled, so the approach behind any figure can be produced on request.
Independent validation

Methodologies are validated against regulatory requirements before implementation and whenever a material change is made. Your internal audit teams can review that documentation as part of their oversight of outsourced services.
Continuous monitoring

Statistical controls flag outliers that may indicate a data issue or a genuinely unusual market condition, and alerting covers significant movements that would trigger republication.

Ready to simplify your calculations?

Request a Demo Contact Us

Calculation Service

Regulatory calculations you can produce, explain and evidence

Key stats

specialist regulatory experts

regulatory frameworks

European markets

Full transparency into your regulatory calculations, powered by Nexus

Full visibility and transparency

Stop paying for reconciliation

Prove it when they ask

Ready to simplify your calculations?

The calculations we produce

Risk indicators

Performance

Costs and charges

Transaction costs

ESG and sustainability

Look-through analytics

Complex structures

Governance and quality assurance

Methodology documentation

Independent validation

Continuous monitoring

Ready to simplify your calculations?