The SFDR Annual Average report and SFDR report enable Financial Market Participants to address the SFDR entity level reporting requirement that came into effect in January 2023. The SFDR Annual Average report performs the average of the reference year’s four quarters, taking into consideration the portfolio’s constituents, PAI impact and EVIC as captured on the 4 quarter-ends. The SFDR report enables investors to report against the Principle Adverse Impact indicators at a specific point in time, especially in the context of SFDR product level reporting requirement applicable as of January 2023, but also for SFDR entity level reporting to capture fiscal year end EVIC and PAI impact.
Data has also been included in tabular format to allow the relevant numbers to be easily visible. This is particularly important when aggregating data and the subsequent reporting to meet the regulatory obligations.