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

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