This check is to upload and test the generally static data for AIFMD clients.

This includes:

• Funding sources
• Stress test results
• Financing liquidity
• Investor liquidity
• Prime brokers
• Investment strategy
• Disclosure assumptions
• Master/feeder status

Please bring forward the files that have been uploaded in the previous quarter and run the governance reports, checking for anomalies, before asking your clients to perform the same checks.

Please bring forward the files that have been uploaded in the previous quarter and run the governance reports, checking for anomalies, before asking your clients to perform the same checks.

Before uploading the below files, the date must be changed in both the workbook and worksheet names, but also in the date column in the spreadsheet body:

• AIFMD_Financing – for financing liquidity – value for each fund must sum to 100%. For a NURS this will be 100% in 181-365 days. Must be uploaded for all reporting funds.
• AIFMD_InvestorLiquidity – for investor liquidity – value for each fund must sum to 100%. For a daily pricing fund this will be 100% in 2-7 days. Must be uploaded for all reporting funds.
• AIFMD_IPB – for prime brokers – N/A for a NURS fund. If no prime brokers, no need to upload.
• AIFMD_ISC – for investment strategy – value for each fund must sum to 100%. The investment strategy must conform to that available depending on the Predominant AIF Type (field in scheme master). Please refer to the ESMA tables in the below Appendix. The AIFMD investment strategy must be uploaded for all reporting funds.
• AIFMD_FHDA – (as applicable) for any disclosures in the AIFM report – likely to be N/A for the BAU clients. If N/A, no requirement to upload. Check whether this has previously been uploaded for the client. If so, ask them to confirm whether they want any comments uploaded. If not, you can work on the basis they do not wish to upload any assumptions.
• AIFMD_SCDA – (as applicable) for any disclosures in the AIF report – likely to be N/A for the BAU clients. If N/A, no requirement to upload. Check whether this has previously been uploaded for the client. If so, ask them to confirm whether they want any comments uploaded. If not, you can work on the basis they do not wish to upload any assumptions.
• AIFMD_IMF – to identify the master fund for any feeder funds (may not be applicable for all). If N/A, no requirement to upload.
• AIFMD_ReH – for rehypothecation – False and 0 for a NURS fund. Must be uploaded for all reporting funds.

For stress tests and funding sources, this can be edited in the scheme master. If this requires done on a large scale, this can be done by way of custom attribute upload – please ask a Manager for assistance.