International agreements on capital requirements to cover risk exposure by liable capital are transposed into German law by the Solvency Regulation (Solvabilitätsverordnung - SolvV).At the time of its introduction, the inclusion of rating-based approaches (CRSA and IRBA) for determining RWAs for counterparty default risks as well as the addition of a new risk type to be covered - operational risks - resulted in significant changes for the calculation of minimum capital requirements.Because of the financial crisis, even more new requirements are in preparation for the calculation of capital adequacy that will raise further regulatory challenges for banks.
zeb/ offers financial institutions comprehensive support for the implementation of Pillar 1 - from strategic orientation, gap analysis, conceptual design and technical implementation to quality assurance.
The zeb/ consulting approach unites an in-depth knowledge of statutory requirements and extensive bank risk management expertise. We also have comprehensive IT know-how relating to the successful development and implementation of our own Basle II calculation engine. As a result, we can help you to satisfy regulatory capital requirements for credit risks in accordance with the Solvency Regulation.
Our services:
- We implement Basel II computation and reporting solutions that comply with supervisory regulations.
- These are based on the computational kernel zeb/basel.II that has been approved by the German supervisors. It has its own reporting module as well as standard interfaces to commonly used reporting solutions (SAMBAplus, ABACUS, and BAIS).
- Of course, we also support implementation projects involving products of other suppliers. In particular, we have specialised in SAP solutions through our subsidiary ITE computence.