CRR II | CRD V
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
