SFDR - All sync and async endpoints

Summary (What?)

We want to give our customers the ability to choose which aggregation, between relevant investments or all investments, they want to perform by selecting the desired one (in the Webapp selecting the aggregation and in the public API configuring a parameter).

Our SFDR API endpoints will add another option for users to aggregate all investments across SFDR PAIs. The new option considers all investments in the denominator, not just relevant investments as was previously the case. 

While the former option will remain available to users, the default option when requesting data via API/data feed will become the all-investments approach. 

To consider only relevant investments in the denominator, users should include the following optional parameter in the API call:

"considerOnlyRelevantInvestments": true

Business impact (Why?)

In alignment with ESMA and recently published advices from the European Supervisory Authorities (ESAs), both the former and the new approaches have been used by financial market participants. This is why Clarity AI offers our users the choice. Based on the recent RTS review by the ESAs, we now believe that the preferred approach is for ”all investments” to be used going forward. For that reason, it will be the default option on the API/ data feeds.

Modules and Endpoints impacted (Where?)

List of endpoints by module impacted by this release:

New Features (How?)

1. Feature 1: Ability to aggregate with “all investments methodology”. A query param
   considerOnlyRelevantInvestments can be passed with value
   true if the user wants to aggregate using the old methodology.

Go-live date (When?)

30/Apr/2024