Regulatory according to basel II

Compliance with regulatory reporting requirements in accordance with Basel II

Your Contact Person

Martin Danne | Managing Partner
Hammer Straße 165
48153 Münster
Germany
Germany

Regulatory reporting and analysis functionalities

zeb.control.regulatory

The following functionalities are provided in the Basel module:

  • Capital requirements calculation for the standardized approach and the IRB basic / IRB retail approach: This includes, among others, modules for risk weight determination, for optimized distribution of collaterals and for capital requirements calculation per transaction. In addition, it calculates the amounts for operational risk
  • Analyses with drilldown options down to single transaction levels by means of a powerful reporting module for internal reporting
  • Calculation results output in the XBRL format required by the Central Bank of Germany for external regulatory reporting
  • Setup of a loss database incl. calculation of actual values for PD, LGD and CCF for backtesting
  • Optional use of interfaces to various regulatory reporting solutions that might already be implemented (ABACUS/DaVinci and BAIS)
  • The freely scalable system architecture can be tailored to the size of your enterprise and dynamically expanded when requirements rise.

The following functionalities are provided in the Liquidity module:

  • Classification of data for calculation into LCR and ALMM categories
  • Calculation of LCR and ALMM exposure values incl. determination of reporting position for results
  • Persistence of results in database for further use in reporting or report creation

Please compare our booklet for more information. 



Functionalities

Ensuring regulatory compliance

zeb.control.regulatory - Basel software module