IRRBB CoRep & STE
Reporting obligations within the scope of STE and CoRep
The regulatory requirements for IRRBB within the framework of supervisory reporting obligations (STE & CoRep) demand a consistent and detailed preparation of interest rate risks in the banking book. The standardized templates and granular data requirements pose significant challenges for institutions in terms of data collection, aggregation, and validation. In addition to the technical implementation within the IT architecture, coordination between risk management, regulatory reporting, and business departments is increasingly coming into focus. Inaccurate or incomplete reports may lead to supervisory inquiries and additional capital requirements. The close interlinking of risk management and regulatory reporting thus highlights the growing importance of an integrated and audit-proof reporting process in the context of IRRBB.
Efficient implementation of IRRBB reporting requirements in CoRep and STE with zeb.control
-
CoRep
- Customer-specific base position section, i.e. data import, calculation basis & drill-down to individual transactions
- Constant Balance Sheet Assumption (CBA), i.e. Individual transaction information available in ALM Next for complete CBA & the CBA can be created automatically at the push of a button
- The relevant quantitative reporting content is merged in accordance with the reporting template logic & CoRep results can be exported
- Consistency of STE reports that are already generated from ALM solutions:
- EVE view: Delta-EVE
- NII view: Delta-NII
-
STE
Automated data processing for audit-proof and future-ready regulatory reporting
- Automated data processing reduces manual effort and minimizes sources of error
- Revision security and compliance with regulatory deadlines for secure reporting
- High transparency and traceability of risk positions facilitate monitoring
- Scalable and adaptable solution for future-proofing in the event of changing regulatory requirements
Excerpt of our customers
Your contact persons
