The "Black Box" Challenge
Investment funds (UCITS) and funds of funds mask the reality of your risks. Without total transparency ("Look-Through"), it is impossible to accurately calculate your SCR (Solvency II), your Climate alignment, or your actual exposure to risky countries.
What You See vs. Reality
A classic accounting approach ("Fund Line" vision) often underestimates critical exposures. Sequantis look-through implementation reveals the actual underlying composition.
- Detection of indirect exposures to Coal/Oil.
- Precise identification of real Ratings.
- Exact calculation of Market SCR (vs standard shocks).
Comparison: Accounting Vision vs Transparent Vision (Simulated)
Our Look-through Engine
Collection & NDA
Complete administrative management. Chasing asset managers. TPT/EET reception.
Recursive Look-Through
Iterative Look-through. Projection of derivatives on underlying assets. Company Look-through.
Unified Position
Data alignment. Analytics recalculation. Quality Control. Risk validation.
Qualitative Gain: Raw TPT vs Sequantis Enrichment
"Audited" Data Quality
Accumulating heterogeneous TPT files creates inconsistencies (different prices for the same security, divergent sectoral classifications). Sequantis acts as a one-stop cleaning shop.
Frequent Problems
Company/subsidiary inconsistency, divergent analytics, incomplete data.
Sequantis Solution
Data unification, ESG enrichment, and certified SCR calculations.
Beyond Financials: Climate Risk
Our look-through extends to companies ("Company Look-Through"). We decompose activity and geolocate production sites to model physical and transition risks.
Analysis: Sector Exposure vs Temperature Alignment vs Physical Risk
We measure the current carbon footprint (Spot) AND the alignment trajectory (Forecast/Temperature).
Factory geolocation to anticipate floods and droughts with GPS precision.
Precise identification of the green share and enabling activities according to EU criteria.
Your Certified Deliverables
| Regulation / Need | Sequantis Deliverable | Format |
|---|---|---|
| Solvency II (Insurers) | Enriched TPT (V6/V7), Market SCR, QRT (S.06.02) | XML, Excel |
| Basel 3 / CRR | RWA, HQLA, LCR Calculations | PDF, Data |
| Sustainability (SFDR / CSRD) | Carbon Footprint, Paris Alignment, PAI, Taxonomy | EET, Web |
| Risk Management | Climate stress-tests (Transition & Physical) | STM, Excel |