While funds on banks’ balance sheet are subject to regulatory reporting, reporting requests of various fund look-through analyses are often passed through to fund managers. SolvencyAnalytics supports fund managers and banks with standard and custom banking reports.
We produce and disseminate GroMiKV reports according to the standard BVI template
We produce CRR reports according to the WM daten template and deliver them to WM.
We support various custom reports from EU based and Swiss clients.
The German Investment Funds Association BVI has developed a fund look-through template, commonly referred to as GroMiKV template (Datenblatt), to facilitate the assessment of large exposures according to Art. 390 (7) CRR and the national specifications in the “Grosskredit- und Millionenkreditverordnung – GroMiKV”. The template is designed to contain information on fund holdings level, including positions’ contribution with regard to the large exposure threshold, exceptions and issuer and ultimate issuer information.
Our GroMiKV reporting service includes the enrichment through WM issuer and ultimate issuer numbers and the detailed assessment of positions’ treatments under CRR and GroMiKV.
We produce CRR fund reports according to the specifications of the WM template. The typical analytics provided as part of CRR reporting include CVA risk on OTC positions, own fund deduction quotes, FX exposure and CRR risk weights. Further banking regulation related services include reporting of funds’ Liquidity Coverage Ratio and countercyclical capital buffer (CCyB).
Our flexible interface and report production engine allows to set up custom client reports, including automated production, testing and dissemination.