Solvency Ratio Reporting - IDS GmbH - Analysis and Reporting ...

Solvency Ratio Reporting
Risk-weighted calculation in accordance with the
Solvency Regulation (Solvabilitätsverordnung–SolvV).
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Allows customer support staff to fulfill
the regulatory requirements of their
institutional investors when calculating
risk weights in accordance with the SolvV.
The German Solvency Regulation (Solvabilitätsverordnung–SolvV)
implies a number of regulatory
requirements. Investors are obliged to regularly
report the risk weights of their capital investments
to the German Federal Financial Supervisory
Authority (Bundesanstalt für Finanzdienstleistungsaufsicht–
BaFin). The task of calculating these risk
weights can be outsourced to third parties.
IDS GmbH –Analysis and Reporting Services (IDS)
offers the calculation of this risk weighting, in
particular determination of the solvency ratio and
the foreign currency breakdown.
The methods used for calculation include the credit
risk standardized approach (CRSA) and the internal
ratings-based approach (IRBA), which is implemented
using the “simplified look through” or the BaFin T038
interpretation. With solvency reporting by IDS, fund
administrators profit from auditor-certified calculation
methods.
IDS offers standardized reports as well as reports
tailored to individual client demands.
Features
– Application of the established CRSA and IRBA
calculation approaches
– Reporting targeted to investor needs
– Comprehensive quality assurance
– Support backed by long-standing experience
– Setup and utilization of special client interfaces
Reporting | Solvency Ratio Reporting

Benefits
Functionalities
– Low-resource implementation for clients
– Minimal process risk
– Optional use of market data (e.g. security ratings)
– Low maintenance costs
– Comprehensive reporting and analysis services
– Access to expert advice for use and interpretation
of the calculations
Established calculation approaches
IDS employs the widely used “credit risk standardized
approach” and the “internal ratings-based approach”,
with the latter using the “simplified look through” or
BaFin’s T038 interpretation.
Comprehensive reporting and analysis services
Long-standing experience in calculating solvency ratios
means that IDS can offer client-specific reporting, along
with a detailed interpretation of calculation results.
Advisory support
IDS provides advisory support to clients as part of its
solvency ratio reporting services.

Contact
Stefan Zinn
Product Manager
Head of Retail Fund Reporting Services
Tel. +49.69.2443 14475
stefan.zinn@idsffm.com
IDS GmbH – Analysis and Reporting Services
Koeniginstrasse 28, 80802 Munich, Germany
For further information about IDS and all of
our products, please visit
www.InvestmentDataServices.com
© IDS GmbH – Analysis and Reporting Services
All rights reserved. All information subject to
change at any time.
May 2013
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| Liquiditätsreporting