CIU Prudential Classifier

Purpose

CIU Prudential Classifier helps banking teams classify Collective Investment Undertakings that have daily NAV but cannot be fully looked through, applying a prudential classification approach aligned with Article 104 of CRR3 and based on the fund mandate.

Primary users

The agent is designed for risk, regulatory reporting, prudential compliance, and banking control teams that need to assess CIU exposures consistently when look-through data is unavailable or insufficient.

Where it fits (process/stage/trigger)

The agent fits into the prudential classification and regulatory capital assessment process, typically triggered when a bank receives or maintains a list of fund ISINs requiring classification and cannot rely on complete look-through information.

Key capabilities / workflow

The agent analyzes the provided ISIN list, retrieves or interprets available fund mandate information, checks whether the mandate is sufficient to support classification, applies CRR3 Article 104 logic, validates the resulting classification, and iterates when evidence is incomplete or inconsistent before producing a classification file.

Inputs

Typical inputs include a list of ISIN numbers for funds to classify, available fund mandate information, internal reference data, regulatory interpretation rules, and any supporting documentation that can help determine the appropriate prudential classification.

Outputs / Deliverables

The agent delivers a structured classification output for each ISIN, including the prudential category, supporting rationale where available, exceptions or unresolved cases when mandate data is missing, and a file suitable for review by risk or regulatory reporting teams.

Value

CIU Prudential Classifier improves consistency, traceability, and efficiency in prudential classification by reducing manual review effort, supporting CRR3 alignment, and helping banks manage CIU exposures when look-through analysis is not possible.