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Einführung eines SAP Subledger-Szenario nach IFRS 9 - dt. Landesbank
16954
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Implementation of Basel II requirements (SolvV and GroMiKV) in the SAP Bank Analyzer

About This Project

Implementation of Basel II requirements (SolvV and GroMiKV) for a german Landesbank

Project Scope:

  • Analysis of Basel II requirements (as in the German Regulation of Solvabilitätsverordnung (SolvV)) in the SAP Bank Analyzer for securitisations, credit derivatives and Repo agreements
  • Monitoring of the first reportings considering SolvV and GroMiKV

Project Results:

  • Preparation of a specification regarding synthetic and true-sale securitisations (in the role of the originator, investor and sponsor), credit derivatives as well as Repo agreements in the SAP Bank Analyzer
  • IT specification with regard to the implementation of the requirements in the SAP Bank Analyzer
  • Organisational adjustments concerning the delivery processes of relevant information about securitisations

Customer Value:

  • Definition of data requirements and implementation of SolvV in the SAP Bank Analyzer
  • Optimal delivery processes for securitisations
  • Securing the correct reportings referred to SolvV and GroMiKV

Category
Reporting & Supervision