Transaction costs priips mifid reporting

Solutions

Transaction costs: our solutions for PRIIPs and MiFID reporting

Avoid the bumps on the road to reporting

PRIIPs/MiFID II transaction costs

Monitoring of regulatory updates: MiFID II and PRIIPs

The components of transaction costs for MiFID II and PRIIPs are similar. Deloitte can provide assistance in the various features of this compilation.

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Features: Compilation Services

Explicit transaction costs compilation at different levels
  • On each transactions
  • In trial balances or accounting extracts

 

Implicit transaction costs compilation through the new PRIIP methodology
  • Based on client transaction data
  • Based on client data mapping: instrument type, currency, order price, date, rating
  • Client data enrichment tool
  • Flexible selection of client half bid-ask matrix

 

Anti-dilution proceed
  • Use of accounting extracts
  • If no data available, estimation of the anti-dilution proceeds based on parameters of the anti-dilution technique

Contacts

Xavier Zaegel, FRM

Xavier Zaegel, FRM

Partner | Capital Markets/Financial Risk Leader

Xavier is a partner within the advisory and consulting department and is the head of the Capital Markets practice in Luxembourg. As a market and credit risk specialist, he has been leading various ass... More

Sylvain Crépin, FRM

Sylvain Crépin, FRM

Partner | Capital Markets/Financial Risk

Sylvain Crepin is Partner within Deloitte’s Financial Risk Management Department. He has specialised over the last 8 years in risk management advisory and quantitative risk solutions for investment fu... More