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
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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
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- 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
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