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