EPT_BaseData
/FundsXML4/RegulatoryReportings/IndirectReporting/PRIIPS/PRIIPS_Report/EPT_BaseData
Diagram
Documentation
01-02-03-04 This sheet aims to provide minimum data points for an investment options (wrapper [e.g., in UK MOPs invest in wrappers, which are investing into funds], funds resp. share class data) of Multi Option PRIIPs (MOPs) and discretionary portfolios of an insurance product.
Properties
- Type
- (anonymous)
- Cardinality
- 1
- Namespace
- xs = "http://www.w3.org/2001/XMLSchema"
altova = "http://www.altova.com/xml-schema-extensions"
ds = "http://www.w3.org/2000/09/xmldsig#" - Level
- 5
- Sample Data
Child Elements & Attributes
| Name (XPath) | Type | Documentation | Sample Data |
|---|---|---|---|
| /RegulatoryReportings/.../RiskAssessment | (anonymous) | 01 |
|
| /RegulatoryReportings/.../PerformanceScenario | (anonymous) | 02 |
|
| /RegulatoryReportings/.../Costs | (anonymous) | 03 |
|
| /RegulatoryReportings/.../Narratives | PRIIPS_NarrativesType | 04 |
XML Snippet
<xs:element xmlns:altova="http://www.altova.com/xml-schema-extensions"
xmlns:ds="http://www.w3.org/2000/09/xmldsig#"
xmlns:xs="http://www.w3.org/2001/XMLSchema"
name="EPT_BaseData">
<xs:annotation>
<xs:documentation>01-02-03-04 This sheet aims to provide minimum data points for an investment options (wrapper [e.g., in UK MOPs invest in wrappers, which are investing into funds], funds resp. share class data) of Multi Option PRIIPs (MOPs) and discretionary portfolios of an insurance product.</xs:documentation>
</xs:annotation>
<xs:complexType>
<xs:sequence>
<xs:element name="RiskAssessment">
<xs:annotation>
<xs:documentation>01</xs:documentation>
</xs:annotation>
<xs:complexType>
<xs:sequence>
<xs:element name="ValuationFrequency" type="PRIIPSFrequencyType">
<xs:annotation>
<xs:documentation>01010-Number of valuation days per year for the portfolio or fund or share class. </xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="VEV_Reference" type="xs:decimal">
<xs:annotation>
<xs:documentation>01020-VEV of the Portfolio/Share Class. Mandatory for cat 2 and 3 / Optional for cat 1 and 4</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element name="IS_Flexible" type="YesNoType">
<xs:annotation>
<xs:documentation>01030-Indicator to alert if the fund is flexible. If the annex 2 section 14 of the regulation applies</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="Flex_VEV_Historical" type="xs:decimal">
<xs:annotation>
<xs:documentation>01040-Var Equivalent Volatility of the portfolio. Mandatory if IS-Flexible is set to Yes</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0"
name="Flex_VEV_Ref_Asset_Allocation"
type="xs:decimal">
<xs:annotation>
<xs:documentation>01050-Var Equivalent of the reference asset allocation of the portfolio. Mandatory if IS-Flexible is set to Yes</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="IS_Risk_Limit_Relevant" type="YesNoType">
<xs:annotation>
<xs:documentation>01060-Indicator to alert if there is a relevant risk limit for flexible funds</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="Flex_VEV_Risk_Limit" type="xs:decimal">
<xs:annotation>
<xs:documentation>01070-Var Equivalent volatility of the risk limit of the portfolio</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element name="Existing_Credit_Risk" type="YesNoType">
<xs:annotation>
<xs:documentation>01080-Indicator to alert if there is a credit risk</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="SRI">
<xs:annotation>
<xs:documentation>01090-Summary Indicator Risk of the fund or the portfolio (1 to 7)</xs:documentation>
</xs:annotation>
<xs:simpleType>
<xs:restriction base="xs:short">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
</xs:restriction>
</xs:simpleType>
</xs:element>
<xs:element minOccurs="0" name="MRM">
<xs:annotation>
<xs:documentation>01100-Market Risk Measure of the fund or portfolio (1 to 7)</xs:documentation>
</xs:annotation>
<xs:simpleType>
<xs:restriction base="xs:short">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
<xs:enumeration value="7"/>
</xs:restriction>
</xs:simpleType>
</xs:element>
<xs:element minOccurs="0" name="CRM">
<xs:annotation>
<xs:documentation>01110-Credit Risk measure of the fund or the portfolio (1 to 6)</xs:documentation>
</xs:annotation>
<xs:simpleType>
<xs:restriction base="xs:short">
<xs:enumeration value="1"/>
<xs:enumeration value="2"/>
<xs:enumeration value="3"/>
<xs:enumeration value="4"/>
<xs:enumeration value="5"/>
<xs:enumeration value="6"/>
</xs:restriction>
</xs:simpleType>
</xs:element>
<xs:element name="Recommended_Holding_Period" type="xs:decimal">
<xs:annotation>
<xs:documentation>01120-Recommended holding period of the fund (in years (not an integer))</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="MaturityDate" type="xs:date">
<xs:annotation>
<xs:documentation>01130 - Required only for fixed maturity financial instruments in ordrer to calculate the remaining time to maturity as a RHP. </xs:documentation>
</xs:annotation>
</xs:element>
<xs:element name="Liquidity_Risk">
<xs:annotation>
<xs:documentation>01140 - Risk of Liquidity at the level of the fund or the portfolio
M = material liquidity risk, I = illiquid, L = no liquidity issue. </xs:documentation>
</xs:annotation>
<xs:simpleType>
<xs:restriction base="xs:string">
<xs:enumeration value="M"/>
<xs:enumeration value="I"/>
<xs:enumeration value="L"/>
</xs:restriction>
</xs:simpleType>
</xs:element>
</xs:sequence>
</xs:complexType>
</xs:element>
<xs:element name="PerformanceScenario">
<xs:annotation>
<xs:documentation>02</xs:documentation>
</xs:annotation>
<xs:complexType>
<xs:sequence>
<xs:element name="ReturnUnfavorable" type="PRIIPS_ReturnScenarioType">
<xs:annotation>
<xs:documentation>02010-02020-02030 Annual return of the portfolio, fund, share class corresponding to the unfavorable scenario.</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element name="ReturnModerate" type="PRIIPS_ReturnScenarioType">
<xs:annotation>
<xs:documentation>02040-02050-02060 Return of the portfolio, fund, share class corresponding to the moderate scenario</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element name="ReturnFavorable" type="PRIIPS_ReturnScenarioType">
<xs:annotation>
<xs:documentation>02070-02080-02090 Annual return of the portfolio, fund, share class corresponding to the favorable scenario</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element name="ReturnStress" type="PRIIPS_ReturnScenarioType">
<xs:annotation>
<xs:documentation>02100-02110-02120 Annual return of the portfolio, fund, share class corresponding to the stress scenario</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="NumberOfObservedReturn_M0" type="xs:decimal">
<xs:annotation>
<xs:documentation>02130-See PRIIPS regulation.
Mandatory for PRIIPS cat equals to 2</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="MeanObservedReturns_M1" type="xs:decimal">
<xs:annotation>
<xs:documentation>02140-See PRIIPS Regulation.
M1. Mandatory for PRIIPS cat equals to 2</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="ObservedSigma" type="xs:decimal">
<xs:annotation>
<xs:documentation>02150-See PRIIPS Regulation. Square root of M2. Mandatory for PRIIPS cat equals to 2</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="ObservedSkewness" type="xs:decimal">
<xs:annotation>
<xs:documentation>02160-See PRIIPS Regulation. Mandatory for PRIIPS cat equals to 2</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="ObservedExcessKurtosis" type="xs:decimal">
<xs:annotation>
<xs:documentation>02170-See PRIIPS Regulation. Mandatory for PRIIPS cat equals to 2</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="ObservedStressedVolatility" type="xs:decimal">
<xs:annotation>
<xs:documentation>02180-Volatility used to calculate stress scenario</xs:documentation>
</xs:annotation>
</xs:element>
</xs:sequence>
</xs:complexType>
</xs:element>
<xs:element name="Costs">
<xs:annotation>
<xs:documentation>03</xs:documentation>
</xs:annotation>
<xs:complexType>
<xs:sequence>
<xs:element name="OneOff">
<xs:annotation>
<xs:documentation>03010-03050</xs:documentation>
</xs:annotation>
<xs:complexType>
<xs:sequence>
<xs:element name="EntryCost">
<xs:annotation>
<xs:documentation>03010-Subscription fees not acquired to the fund or the share class or portfolio mandate. Expressed as a % of the amount to be invested</xs:documentation>
</xs:annotation>
<xs:simpleType>
<xs:restriction base="xs:decimal">
<xs:minInclusive value="0"/>
</xs:restriction>
</xs:simpleType>
</xs:element>
<xs:element name="EntryCostsAcquired" type="xs:decimal">
<xs:annotation>
<xs:documentation>03015-Subscription fees acquired to the fund or the share class or portfolio mandate. Expressed as a % of the amount to be invested</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element name="ExitCostAtRHP">
<xs:annotation>
<xs:documentation>03020-Exit fees at the end of RHP for the portfolio or fund or share class. It is expressed as a % of net asset value.</xs:documentation>
</xs:annotation>
<xs:simpleType>
<xs:restriction base="xs:decimal">
<xs:minInclusive value="0"/>
</xs:restriction>
</xs:simpleType>
</xs:element>
<xs:element minOccurs="0" name="ExitCostOneYear">
<xs:annotation>
<xs:documentation>03030-Exit fees after one year for the portfolio or fund or shar class. It is expressed as a % of net asset value. Mandatory if datapoint Sliding exit cost is Yes.</xs:documentation>
</xs:annotation>
<xs:simpleType>
<xs:restriction base="xs:decimal">
<xs:minInclusive value="0"/>
</xs:restriction>
</xs:simpleType>
</xs:element>
<xs:element minOccurs="0" name="ExitCostHalfRHP">
<xs:annotation>
<xs:documentation>03040-Exit fees after half of the RHP for the portfolio or fund or shar class. It is expressed as a % of net asset value. Mandatory if datapoint Sliding exit cost is Yes.</xs:documentation>
</xs:annotation>
<xs:simpleType>
<xs:restriction base="xs:decimal">
<xs:minInclusive value="0"/>
</xs:restriction>
</xs:simpleType>
</xs:element>
<xs:element name="SlidingExitCostIndicator" type="YesNoType">
<xs:annotation>
<xs:documentation>03050-Sliding exit cost indicator</xs:documentation>
</xs:annotation>
</xs:element>
</xs:sequence>
</xs:complexType>
</xs:element>
<xs:element name="Ongoing">
<xs:annotation>
<xs:documentation>03060-03070</xs:documentation>
</xs:annotation>
<xs:complexType>
<xs:sequence>
<xs:element name="OtherCost">
<xs:annotation>
<xs:documentation>03060-See PRIIPS definition as a % of NAV of the portfolio, the funds or the share class / per annum.
Maximum fees, including look through for fund of funds / custodian fees / management fees. </xs:documentation>
</xs:annotation>
<xs:simpleType>
<xs:restriction base="xs:decimal">
<xs:minInclusive value="0"/>
</xs:restriction>
</xs:simpleType>
</xs:element>
<xs:element name="ManagementCosts">
<xs:annotation>
<xs:documentation>03070-Maximum fee. Can be submitted to reduction for some specific commercial agreement between insurers and structurers. </xs:documentation>
</xs:annotation>
</xs:element>
<xs:element name="Transaction">
<xs:annotation>
<xs:documentation>03080-See PRIIPS definition as a % of NAV of the portfolio, the funds or the share class / per annum</xs:documentation>
</xs:annotation>
<xs:simpleType>
<xs:restriction base="xs:decimal">
<xs:minInclusive value="0"/>
</xs:restriction>
</xs:simpleType>
</xs:element>
</xs:sequence>
</xs:complexType>
</xs:element>
<xs:element name="Incidental">
<xs:annotation>
<xs:documentation>03080-03100</xs:documentation>
</xs:annotation>
<xs:complexType>
<xs:sequence>
<xs:element name="ExistringPerformanceFees" type="YesNoType">
<xs:annotation>
<xs:documentation>03090-Indicates whether there are existing performance fees or not</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0"
name="IncidentalCostsPortfolioPerformanceFees"
type="xs:decimal">
<xs:annotation>
<xs:documentation>03095-See PRIIPS definition as a % of NAV of the portfolio, the funds or the share class / per annum</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element name="ExistingCarriedInterestFees">
<xs:annotation>
<xs:documentation>03100-Indicates whether there are exiting carried interest fees or not</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="CarriedInterest">
<xs:annotation>
<xs:documentation>03105-See PRIIPS definition as a % of invested capital per annum (average)</xs:documentation>
</xs:annotation>
<xs:simpleType>
<xs:restriction base="xs:decimal">
<xs:minInclusive value="0"/>
</xs:restriction>
</xs:simpleType>
</xs:element>
</xs:sequence>
</xs:complexType>
</xs:element>
</xs:sequence>
</xs:complexType>
</xs:element>
<xs:element name="Narratives" type="PRIIPS_NarrativesType">
<xs:annotation>
<xs:documentation>04</xs:documentation>
</xs:annotation>
</xs:element>
</xs:sequence>
</xs:complexType>
</xs:element>