zeb/basel.II

To secure regulatory compliance!

Compliance with regulatory reporting requirements in accordance with Basel II is a complex and time-critical undertaking for many banks. It pushes most IT structures to the limits of their capabilities. zeb/basel.II is an efficient, freely integratable platform for the calculation of equity requirements. The innovative and highly flexible Basel II product suite has proven its worth in many years of practical implementation.

zeb/basel.II enables you to comply with the requirements of the first Pillar of Basel II. It supports the standard approach, the internal ratings-based (IRB) approaches (basis, retail and advanced) and the basic indicator approach (BIA) for operational risks. The program is infinitely scalable and platform-independent. It enables you to process all the product and collateral types which are relevant for Basel II. The equity calculation comprises the following modules:

• Risk weight security and business
• Optimised collateral security distribution
• Equity requirement calculation for each business
• Aggregation portfolio
• Operational risks
• Stress testing

In addition to equity calculation, zeb/basel.II also enables the establishment of a Basel II-compliant loss database, whereby zeb/basel.II's loss history is more than just a pure historisation of data. It includes loss detection, collateral security distribution, segmentation and default management in addition to the pure data warehousing function. This provides the necessary data quality for more in-depth analyses.

Further features:

• The system enables you to configure all Basel II parameters and national options as required. Auditing acceptability is ensured by intelligent user administration (configurable rights and roles) and a change history function.
• An efficient reporting module is available for internal reporting which enables multi-dimensional reports with a drill-down to the individual transaction level.
• For the external, regulatory reporting, you can use the calculation results in the form of reporting sheets and by the Bundesbank required XML format.
• In addition to internal reporting, you can use the interfaces with SAMBAplus, ABACUS/DaVinci and BAIS.