zeb.control.regulatory - Basel

For banks, the implementation of regulatory reporting requirements according to Basel turns out to be very complex and critical in terms of time. Most IT structures reach their limit of performance when implementing the required regulations.

With its Basel Module, zeb.control.regulatory offers a powerful, freely integrable platform that enables a daily calculation of capital requirements for credit risk and operational risks according to the respective national regulatory requirements for all transaction types in all approaches. To meet the regulatory requirements and to fulfill them in a sustainable manner, the calculation results need to be analyzed in detail. At the same time, comprehensive simulation and stress testing features are essential success factors for efficient risk management. Moreover, the Liquidity module calculates regulatory liquidity reports for liquidity coverage ratio (LCR) and additional liquidity monitoring metrics (ALMM).

• 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)
• 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

• zeb’s expert knowledge of legal and regulatory requirements
• Implementation expertise gained at international institutions of different sizes and complexities
• Low investment through integration into existing IT systems
• State-of-the-art technology