Regulatory Reporting by iBS (RR-Analyzer)

Features

Comprehensive Preprocessing of Reporting Data

• Enrich and prepare extracted data for reporting purposes
• Supports practically all regulatory and statistical reports under German and European law
• Accounting for and distribution of collateral
• Splitting engine for structured products such as CDS and FRAs
• Creation of borrower entities including partnerships and multiple group allocations
• Accounts for special features of investment and trading book institu­tions
• Optional generic reporting enhancement for creating forms
• Audit-compliant history management of all data relevant for reporting

Data Delivery to the Market-Leading Reporting Tools

• Standard adapters for connecting ABACUS/DaVinci, BAIS and EVOLAN
• Other reporting tools can be connected upon request

Custom Analyzes and Reports

• Standardized interfaces to use the qualitatively enhanced data for own expert analyses and evaluations, e.g. for internal risk management.

Supported Reports

The RR-Analyzer supports practically all regulatory and statistical reports under German and European law.

Banking Supervision

• Calculation of market risk
• Liquidity Regulation
• Large Exposures Regulation
• Solvency Regulation
  (basic functions in connection with SAP CRA)

Banking Statistics

• EMU monthly balance sheet statistics, that is, monthly returns (including minimum reserves)
• Foreign loan portfolio report
• Borrower statistics
• Statement of foreign assets and liabilities
• Reports for foreign subsidiaries (subsidiary state­ments of foreign assets and liabilities and balance sheet statistics)
• EMU interest statistics
• Securities account statistics
• Issue statistics
• Monitoring of loans to executives and staff in accordance with §15 of the German Banking Act

Reports for Specific Associations

• DSGV statistics (Deutscher Sparkassen- und Giroverband - German Savings Banks and Giro Association)

Integration

Three-Layer Architecture and User Exits for Complete Flexibility

The architecture of the RR-Analyzer consists of the following layers:

• Dataextraction from SAP Bank Analyzer's Source­Data Layer (SDL) (process)
• Component-related RRA-IRL (persistence)
• Refinement of reporting tool input (process)

Customizing settings allow you to adapt the solution to suit your specific requirements. Standardized user exits are also provided to help implement the exact processing logic you need.

Reporting Tool Interface

Standard adapters are available for:

• BAIS
• ABACUS/DaVinci
• EVOLAN

Interfaces to other reporting tools, e.g. IBRA, can be built to order.

Implementation

Our Expertise for your Success

On request, our experienced solution specialists – together with selected partners - take care of implementing the solution and adapting it to suit your needs as required.

With their technical and professional expertise, they form the link between departments, IT, and external service providers. This, together with the iBS test factory, which actively supports the planning, execution, and assessment of testing activities, ensures successful project outcomes every time.