NEW: Shadow Bank Reporting
Are you looking to identify and manage your exposure to shadow banks within your funds as part of your risk management strategy? Fenion provides detailed calculations of shadow bank exposures within your funds based on a look-through approach.
The European Banking Authority (EBA) defines guidelines for calculating shadow bank exposures. Shadow banks are primarily entities from non-EU countries engaged in credit intermediation activities. Financial institutions are required to implement control mechanisms and structure their shadow bank risk management according to regulatory requirements. By considering de minimis thresholds, shadow banking units (SBU) are identified within funds/portfolios through a look-through approach, integrated into the risk management process, and reported to supervisory authorities.
Fenion offers clients a detailed breakdown of shadow bank exposures within funds and portfolios in line with the latest regulatory guidelines using a look-through method. We are happy to accommodate individual customer requirements or integrate this service directly into established interfaces.
We offer
- Calculation of shadow bank exposure
and listing of related risk positione
- Shadow bank exposure in fund-of-funds
upon request, across multiple levels
- Consideration of individual client preferences
regarding format, scope, and logic
- Integration with existing interfaces
submission of SB exposures into existing APIs
- Comprehensive data enrichment
optional enrichment of required master data
- Audit-secure IT infrastructure
traceable and historized process, DORA compliant
