Series of article on PRIIPs RTS

Posted by matteo tesser on 14 November 2016 | 0 Comments

Tags: PRIIPs, KIDs, RTS

During this summer we published a series of articles which comparing the March/June version of the PRIIPs RTS. Please find below the links to such articles: 

• We calculated CRM/MRM/SRI for almost 10,000 structured retail products issued in Italy, UK and Germany. To know more read the full article PRIIPs KIDs - How the SRI will look like: an empirical study.
• On the same data set we compared category II & III performace scenarios calculation methodologies on the article KIDs: are the latest technical standards able to ensure fair PRIIPS comparisons?
• In PRIIPs KIDs dissemination: a peer to peer model we proposed a peer to peer model for KIDs dissemination. We developed a project website www.openkid.org and published code examples.