Fixed Income & Data Services Catalog

Canada’s Office of the Superintendent of Financial Institutions (OSFI) introduced new climate risk management guidance (Rule B-15) that impacts over 300+ financial institutions (i.e. banks & insurance co.) reporting in Canada. The rule requires firms to prepare holistic climate risk management reports encompassing both transition and physical risk assessments and mitigation strategies, but also prescriptive Risk Return Disclosure templates to be populated to inform OSFI how climate risks are being managed in practice.

ICE offers solutions to help persons advising on or selling a PRIIP identify products considered a “packaged retail and insurance-based investment product” and needing to provide product disclosures to retail clients.

The ICE solution provides identification and monitoring of sanctioned companies (and their affiliates), and links entities with their issued securities.

ICE’s Form 13F data service provides information, including issuer description, latest Evaluated or exchange price and identifiers, for securities included in the official list of Section 13(f) securities published by the SEC. The information can assist institutional investment managers in making their related Form 13F quarterly report.

ICE’s Rule 13f-2 Service can help institutional investment managers identify (i) whether thresholds are met that would require that the investment manager file a Form SHO with the SEC and (ii) provide relevant data points required for the filing.

ICE’s 15c2-11 service provides extensive data on over-the-counter (OTC) fixed income securities to assist broker-dealers in determining whether they can publish quotations on specific OTC securities in compliance with SEC Rule 15c2-11.

To assist funds in complying with the SEC's Rule 18f-4, which provides a framework on the use of derivatives by registered investment companies, ICE offers a module within its Portfolio Analytics service. This module facilitates the calculation of absolute and relative Value at Risk (VaR), conducts stress testing, and performs the Limited Derivatives User test as required under the rule.

ICE’s Rule 2a-5 portal provides services and data to clients who receive evaluations from ICE Data Pricing & Reference Data, LLC. The portal is designed to assist those clients in complying with the requirements of SEC Rule 2a-5.

In line with the Sustainable Finance Disclosure Regulation (SFDR), ICE offers Principle Adverse Impact Indicator data to assist financial market participants with their PAI Statements or product level reporting. This service offers comprehensive coverage of the PAI indicators across a vast universe of entities in a convenient format aligned with the reporting requirements.

The FCA has implemented a capital adequacy framework for UK Self-Invested Personal Pensions (SIPPs) which includes higher capital requirements for those holding non-standard assets. ICE provides a service which systematically scans the ICE securities database to help determine a ‘standard’ or ‘non-standard’ categorization.

Solvency II requires extensive breadth and depth of cross-asset data to complete the Tripartite Template (TPT). ICE can help asset managers and their insurance sector clients subject to Solvency II with these obligations by providing the extensive high-quality asset data required to support the additional asset data requirements specific to Quantitative Reporting Templates (QRTs) under Pillar 3 and the Minimum Capital Requirement (MCR) and Solvency Capital Requirement (SCR) calculation process under Pillar 1 requirements.

The ICE SPPI solution helps clients (featuring treasury business functions) in making their determination as to which accounting method to use for securities’ valuation purposes according to IFRS 9 principles, by identifying whether a security is an SPPI (Solely Payment of Principal and Interest). Securities from all asset classes are covered by this service.