Compliance with regulatory reporting requirements in accordance with Basle II is a complex and time-critical undertaking for many banks. It pushes most IT structures to the limits of their capabilities. zeb/basel.II is an efficient, freely integratable platform for the calculation of equity requirements. The innovative and highly flexible Basle II product suite has proven its worth in many years of practical implementation.
zeb/basel.II enables you to comply with the requirements of the first column of Basle II. It supports the standard approach, the internal ratings-based (IRB) approaches (Basis, Retail and Advanced) and the basic indicator approach (BIA) for operational risks. The program is infinitely scalable and platform-independent. It enables you to process all the product and collateral types which are relevant for Basle II. The equity calculation comprises the following modules:
- Optimized collateral security distribution
- Risk weight security and business
- Aggregation portfolio
- Capital backing
- Operational risks
- Stress testing
In addition to equity calculation, zeb/basel.II also enables the establishment of a Basle II-compliant loss database, whereby zeb/basel.II's loss history is more than just a pure historization of data. It includes loss detection, collateral security distribution, segmentation and default management in addition to the pure data warehousing function. This provides the necessary data quality for more in-depth analyses.
Further features:
- The system enables you to configure all Basle II parameters and national options as required. Auditing acceptability is ensured by intelligent user administration (configurable rights and roles) and a change history function.
- An efficient reporting module is available for internal reporting which enables multi-dimensional reports with drill down to individual transaction level.
- In addition to internal reporting, you can use the interfaces to SAMBAplus, ABACUS/DaVinci and BAIS.