Portfolios which are defined as multi-asset for PRIIPs purposes, or Absolute Return/ Total Return are required to perform additional calculations by reverse engineering the VaR limits into the relevant volatility measure. The below template allows you to provide the data to us to perform these calculations.

File Format
File TypeFile Requirements
VaR SRRI Template

This template includes data which allows for the reverse engineering of both the SRI and SRRI numbers.