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Since the regulation went live in 2018, PRIIPs Scenarios have been much in focus from industry and regulators. We have provided here a helpful summary on how they work and highlighted where there are different approaches taken. The regulation is under review however we do not expect to see any revised technical standards before the end of 2019 at the earliest.
What’s in this guide?
A simple to read explanation of how the PRIIPs regulation performance scenarios are generated for most non-delta 1 retail structured products.
Who’s it for?
Individuals to gain a broad understanding of the category 3 scenario methodology and an appreciation of some of the different market approaches in use today, but who may not want or need to understand every nuance of this part (PRIIPs scenarios) of the regulation.
The guide also describes some of the challenges created by the regulation methodology, both generally and specific to certain common retail structured product features.