ICAAP / ILAAP / RTF

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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

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