Going beyond regulation for better investor protection

European and Swiss investor protection regulations (MiFID II, PRIIPs and FinSA) have emphasized the importance for financial institutions of monitoring the suitability and appropriateness of investment products and matching them to the risk profile of their customers. SIX has introduced a Product Risk Indicator (PRI) for equities, bonds, futures and options, that is derived from the SRI (Summary Risk Indicator) methodology for PRIIPs, defined by ESMA, and adapted for non‑PRIIPs asset classes. With the Risk Indicator package, easily make your assessments and advise the suitable products to your clients.

  • Wealth Management / Private Banking
  • Asset Management

  • Advisory
  • Portfolio Management
  • Risk

The package content encompasses the SRI for PRIIPs for relevant instruments, including UCITS funds in the European Economic Area since 01 January 2023, and the SRRI (Synthetic Risk and Reward Indicator) for UCITS funds where it is required (e.g. UK) or still provided. It is completed by the PRI, an indicator calculated by SIX capturing both market and credit risk for instruments out of PRIIPs scope (e.g. equities and plain-vanilla bonds).

  • Consistent and easy to understand, the PRI can be directly compared to an SRI on a PRIIPs KID.
  • Comparison of instrument risks made easy across whole portfolios and all asset classes (PRI/SRI/SRRI).
  • Cost effective. No additional risk indicator is needed for instruments carrying an issuer‑calculated SRI.
  • Based on a common and established calculation methodology.