ICAAP / ILAAP / RTF

Challenges

Increased requirements for risk-bearing capacity concepts and bank management

BaFin has specified its requirements for risk-bearing capacity concepts as part of a pan-European harmonization of ICAAP procedures. The new RBC guideline requires an adjustment of banks’ internal risk-bearing capacity concepts and a consistent alignment of bank management

Solutions

zeb offers an effective risk management tool for integrated risk analysis and simulation for a financial institution’s risk controlling.
Comprehensive simulation of risk indicators including ICAAP / ILAAP indicators from a normative and economic perspective

  • Flexible selection of indicators to be taken into account when determining the risk-bearing capacity
  • Normative approach: scenario-dependent minimum capital ratios and intuitive definition of basic and adverse scenarios
  • Economic approach: configuration of the RCP calculation, flexible options for risk calculation and definition of stress scenarios for scenario and sensitivity analyses
  • Comprehensive diagnosis reports on credit risk indicators


Related solutions: Simulation of measures and scenarios, Investment and refinancing management, IRRBB, Market risk, Liquidity risk, Strategic planning, Preview ALM Next and Credit risk

Benefits

  • zeb’s expert knowledge of legal and regulatory requirements
  • Compliance with current BaFin requirements through a dual RBC concept
  • Transparency about the risk situation of your company
  • Sustainability through continuous development with regard to professionalism and usability

References

Excerpt of our customers

Contact

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