Automated production of comprehensive CRR reports and extensive quality checks enable a smooth audit and reliable dissemination to WM data or to the KVG interface - without any headaches.

The CRR (Capital Requirements Regulation) is intended to increase the capital requirements of banks and reduce systemic risk within the financial sector. This has a significant impact to investment management companies, when selling their funds to financial institutions or savings banks.

CRR reporting requires highly accurate calculations and disclosure of the relevant calculation parameters in order to avoid capital surcharges.

Fenion is producing all relevant CRR/CRD reporting formats and takes care of the delivery to WM-Data or into KVG interface in case required by the client. Upon request, we are happy to provide an audit via one of our Audit partners.

We offer

  • Production of all relevant WM-templates

Country Risk and Counter-Cyclical Buffer | Solvency figures | Capital Deductions and CVA

  • Calculation of the Risk Weighted Assets (RWA)

applying KSA or IRBA approach

  • Calculation of Counterparty Credit Risk

using the standard approach (SA-CCR)

  • Disclosure of the calculation parameters

provision of a disclosure to avoid capital surcharges

  • Comprehensive data enrichment

enrichment of required master data (e.g. CIC, NACE, LEI, Ultimate Parent)

  • Dissemination of the calculations

to KVG interface, to WM data or directly to the customer

  • Performance of the Audit

through one of our partners or the auditor of your choice

  • Audit-secure IT infrastructure

traceable and historized process, DORA compliant

Senior Fund Manager of an Asset Manager

"Many thanks again to you all! Really great how quickly the fund-of-funds TPTs are provided and in what quality. Without any post-processing, etc."

Monika S.

Head of Regulatory Reporting at a capital management company

"Your commitment, even on a public holiday, is extremely appreciated and we are very grateful for it."

Thomas N.

Management of capital investment of an insurance company

"You have really made a name for yourself in the analysis and reporting business - well done! I will never get tired recommending your good work.”

Florian W.

Investment Manager of Insurance Group

“I would like to thank you once again for the rapid adaptation and implementation of the report!"

Susanne W.

You have further questions?

Contact our expert right away.

Nikolaus Sernetz

Managing Partner | CEO

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