Basel

Place your regulatory reporting system on a modern platform

With the Basel module, zeb//control regulatory permits the daily calculation of capital requirements to cover credit and operational risks for all transaction types and all approaches in line with relevant national supervisory regulations. To comply with regulatory requirements and, in particular, to meet them in the long term, options for a detailed analysis of these calculation results are an absolute must. In addition, comprehensive simulation and stress test functionalities are essential success factors for controlling risks. Specifically, zeb//control regulatory supports you with the following functionalities:

Comprehensive support for all relevant transactions and collateral categories

The calculations that can be performed in line with all approaches support all asset positions as well as all collateral categories relevant under Basel II. In addition, the software has a modular structure so that it can be integrated into existing IT environments in a flexible way. For example, the bank's economic collateral distribution can be used for the calculations or a special RWA-optimised approach can be applied.

Loss database for determining parameters and building histories

The loss database ensures default and loss identification in compliance with regulatory requirements. The loss detection function allows you to configure losses at the customer and/or transaction level for the IRB Retail approach on the basis of customer-specific criteria. These loss data are tracked for parameter estimation. Moreover, these data are used to compute the actual values of the risk parameters PD, LGD and CCF for validating the bank's internal estimation procedures.

Modelling of complex group structures, multi-client capability

An intuitive user interface facilitates the representation of complex group structures in which each client can be separately processed in line with its national regulatory framework, while the group is also covered by a consolidated perspective.

Condensing results into reporting forms, transfer of the results to the central bank

In the web reporting function of zeb/basel.II, the results are displayed in reporting forms. It supports all reporting formats for the standard and IRB approaches outlined in the German Solvency Regulation. For archiving and data transfer, they can be saved as PDF files; the data used in reporting runs are stored in the zeb//control warehouse and, thus, reports submitted can be generated anew at a later date, e.g. for the purposes of supervisory review. In addition, the results can be exported and dispatched to the central bank in the XML format.

Detailed analyses of results through versatile ad hoc reports

On the basis of records containing the results for individual reporting items, the users can submit any query to the system via a web-based ad hoc reporting component. Frequently used queries can be saved for specific target groups so that they can be easily retrieved at any time. To ensure the traceability of the results output, the software also has a functionality outlining the calculation route for individual accounts.

Download zeb/basel.ll booklet

Do you need further information or are you interested in using zeb//control regulatory in your bank? We would be pleased to arrange a meeting at your office to present all the functionalities of zeb//control regulatory and discuss its application in your bank.