GroMiKV Reporting
GroMiKV reporting is relevant for the German market enabling bank institutions to identify a risk concentration in accordance with the Großkredit- und Millionenkreditverordnung (GroMiKV).
The German Investment Funds Association BVI has developed a fund-look-through template (GroMiKV template) to facilitate the assessment of large exposures within funds.
Fenion is highly experienced in producing GroMiKV reports according to the standard BVI template. We are able to process various data input formats in our automated reporting process and offer short production times as well as optional data enrichment with issuer master data. Moreover, we support our customers with our expertise in regulatory reporting for all further support issues.
We offer
- Production of GroMiKV reporting template
in accordance with newest BVI specifications
- Enrichment of risk-weights
attribution according to KSA approach
- Calculation of counterparty credit risk
applying SA-CRR approach
- Customised data enrichment
optional enrichment of required master data (LEI, Ultimate Parent)
- Report Dissemination
in agreed frequency and deadlines
- Audit-proof IT infrastructure
traceable and historized process, DORA compliant
