FlexFinance SaaS FERNBACH. The solution for all EBA-based reports. We automate financial reporting.

Transcription

1 FlexFinance SaaS The solution for all EBA-based reports FERNBACH We automate financial reporting.

2 FlexFinance SaaS The solution for all EBA-based reports The solution is available as an: 1. XBRL generator based on your Excel files 2. Excel-based capture solution with version history and management 3. Fully automated solution FERNBACH provides a preconfigured solution for regulatory reporting in their computer centre that you can try out free of charge with no obligations. The solution is also available as a standard in-house installation. EBA Reporting covers the requirements published by the European Banking Authority (EBA). FERNBACH provides a solution to simply capture the result values in the Excel-based forms as well as an automated solution where the results are calculated from raw data and the forms are filled automatically. In the automated solution, the necessary calculations are performed automatically. These include exposure at default, credit risk mitigation, credit conversion factor, risk weight, market value, LCR, NSFR or the leverage ratio.

3 Package 1: XBRL Generation Overview and costs involved You capture your reporting data in the EBA Excel forms on your PC. After all data have been captured, the XBRL file is generated from the EBA forms in our programs and the packages to be submitted to the local supervisory authorities are created. All data are checked for plausibility and compliance with validation rules (SOC). Only 250 euros per generation No minimum term We would be pleased to provide you with an XBRL file for the trial free of charge. Please send us an to Package 2: Capture of EBA reports in Excel Overview and costs involved You can either enter the data easily into the EBA Excel forms that are all available at FERNBACH. During the capture process, the values from previous months are displayed and the sanity checks are performed directly. After the data have been entered, all forms are checked for plausibility and compliance with validation rules (SOC). We provide active correction support if errors should be encountered. An audit trail and a documented history are provided for all steps of the process. Package 3: Automated creation of reports All EBA reports are generated automatically on the basis of deal and static data and all necessary key figures are calculated automatically. Alternatively, you can either capture new deals in the FERNBACH application or provide us with the data via.xls. All reports are created automatically according to their date and, if no corrections are required, sent automatically. We would be pleased to provide you with an offer tailored to your deal volume. Only 750 euros per month and user

4 Applicability The FERNBACH solution is ready to use, easy to operate and no training is required. You can access all the forms you need directly from the menu without any detours or searches.

5 Cloud & SaaS FERNBACH provides a preconfigured solution for regulatory reporting in their computer centre that you can try out free of charge with no obligations. We provide this product line and services as a private cloud solution based on fixed monthly amounts or as pay-as-you-use models. Accessing the solution The FERNBACH application is opened in the customer s browser using a secure HTTPS communication protocol and certificates are exchanged between FERNBACH and the customer for unique identification. FERNBACH Cloud server Cloud computing makes work much easier since you do not have to deal with buying, configuring and maintaining the hardware and software for server or database archiving while you can still enjoy an error-free, safe access to all data in the solution. Whether the cloud environment is situated at FERNBACH s or a FERNBACH cloud computing partner depends on a customer s preferences or the place where data are to be stored. FERNBACH and/or its cloud computing partner carry out server maintenance for the hardware and the software. FERNBACH accompanies and monitors the operation of the software. @ any browser Reliability of operation The infrastructure is designed to operate free of failure. If one component fails, another one takes over its functions. To combat disasters (building collapses, fire or water damage), the solution is mirrored every night in one of our other offices. Hence, reliability of operation is ensured.

6 Scope Reports FERNBACH provides all the services required. These include at least: Classification according to EBA Loading of all new reports from the authorities and supervisory bodies as well as update of the necessary software Telephone and support for all queries concerning the application Full operation and active monitoring of the entire application, starting of the necessary processing runs, backup and housekeeping and, if required, eliminating errors that lead to deviations Archiving of all results to comply with the legal retention periods; if a contract is terminated, all data are made available in.xls format COREP = COmmon REPorting (2.0.3) FINancial REPorting (2.1.1) Asset Encumbrance (1.0.1) Funding Plans (1.0.0) valid since 31 Dec COREP = COmmon REPorting (2.0.3) Most of the following reports can be generated as consolidated or individual reports. Depending on the type, structural differences can occur in the report. Template Description Code Common Reporting Own Funds and Leverage Capital Adequacy C Own funds definition C Risk Exposure Amounts C Ratios C Memorandum Items Transitional Provisions C Transitional provisions: Summary C Transitional provisions: Grandfathered instruments constituting State aid Group Solvency C Group Solvency * Credit Risk C Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements C Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements TOTAL C Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements Breakdown of exposures assigned to obligor grades or pools by obligor grades

7 C Geographical breakdown of exposures by residence of the obligor (SA exposures) C Geographical breakdown of exposures by residence of the obligor (IRB exposures) C Breakdown of total own funds requirements for credit risk of relevant credit exposures by country C Credit risk: Equity IRB approaches to capital requirements TOTAL C Credit risk: Equity IRB approaches to capital requirements Breakdown of total exposures under the PD/LGD Approach by obligor grades C Settlement/Delivery risk C Securitisations Standardised Approach to own funds requirements C Securitisations IRB Approach to own funds requirements C Detailed information on securitisations Immovable Property Losses C Exposures and losses from lending collateralised immovable property Operational Risk C Operational risk C Operational risks Gross losses by business lines and event types in the last year Thresholds applied in data collections Market Risk C Standardised Approach for traded debt instruments C Standardised Approach for specific risk in securitisations C Standardised Approach for specific risk in the correlation trading portfolio C Standardised Approach for position risk in equities C Standardised Approaches for foreign exchange risk C Standardised Approach for position risk in commodities C Internal models Total C CVA RISK Leverage Ratio Reporting C Alternative treatment of the Exposure Measure C On- and off-balance sheet items additional breakdown of exposures C Alternative definition of capital C Breakdown of leverage ratio exposure measure components C General Information C Leverage ratio calculation C Entities that are consolidated for accounting purposes but are not within the prudential scope of consolidation * Large Exposures COREP C Large exposures limits C Identification of the counterparty C C C C C C C C C C ** only permitted as consolidated FINancial REPorting (2.1.1) Most of the following reports can be generated as IFRS or national GAAP reports. Depending on the type, structural differences can occur in the report. Template Code F F F F F F F F F F Exposures in the non-trading and trading book Detail of the exposures to individual clients within groups of connected clients Maturity buckets of the 10 largest exposures to institutions and the 10 largest exposures to unregulated financial entities Maturity buckets of the 10 largest exposures to institutions and the 10 largest exposures to unregulated financial entities: detail of the exposures to individual clients within groups of connected clients Liquidity Coverage COREP Liquid assets Outflows Inflows Collateral swaps Stable Funding COREP Items requiring stable funding Items providing stable funding Description FINREP PART 1 Balance Sheet Statement [Statement of Financial Position]: Assets Balance Sheet Statement [Statement of Financial Position]: Liabilities Balance Sheet Statement [Statement of Financial Position]: Equity Statement of profit or loss Statement of comprehensive income Breakdown of financial assets by instrument and by counterparty sector: financial assets held for trading Breakdown of financial assets by instrument and by counterparty sector: financial assets designated at fair value through profit or loss Breakdown of financial assets by instrument and by counterparty sector: available-for-sale financial assets Breakdown of financial assets by instrument and by counterparty sector: loans and receivables and held-to-maturity investments Subordinated financial assets

8 F F F F F F F F F F F F F F Breakdown of financial assets by instrument and by counterparty sector: trading financial assets Breakdown of financial assets by instrument and by counterparty sector: non-trading non-derivative financial assets measured at fair value through profit or loss ** Breakdown of financial assets by instrument and by counterparty sector: non-trading non-derivative financial assets measured at fair value to equity ** Breakdown of financial assets by instrument and by counterparty sector: non-trading debt instruments measured at a cost-based method ** Breakdown of financial assets by instrument and by counterparty sector: other non-trading nonderivative financial assets ** Breakdown of loans and advances by product Breakdown of loans and advances to non-financial corporations by NACE codes Financial assets subject to impairment that are past due or impaired Breakdown of financial liabilities by product and by counterparty Subordinated liabilities Off-balance sheet items subject to credit risk: Loan commitments, financial guarantees and other commitments given Loan commitments, financial guarantees and other commitments received Derivatives: Trading Derivatives Hedge accounting: Breakdown by type of risk and type of hedge F Derivatives Hedge accounting under National GAAP: Breakdown by type of risk ** F F F F F F F F F F F F F F Movements in allowances for credit losses and impairment of equity instruments Breakdown of loans and advances by collateral and guarantees Collateral obtained by taking possession during the period (held at the reporting date) Collateral obtained by taking possession [tangible assets] accumulated Fair value hierarchy: financial instruments at fair value Financial assets pledged as collateral: derecognition and financial liabilities associated with transferred financial assets Interest income and expenses by instrument and counterparty Realised gains and losses on financial assets and liabilities not measured at fair value through profit or loss by instrument Gains and losses on financial assets and liabilities held for trading by instrument Gains and losses on financial assets and liabilities held for trading by risk Gains and losses on financial assets and liabilities designated at fair value through profit or loss by instrument Gains and losses from hedge accounting Impairment on financial and non-financial assets Reconciliation between IFRS and CRR scope of consolidation: Assets F Reconciliation between IFRS and CRR scope of consolidation: Off-balance sheet exposures loan commitments, financial guarantees and other commitments given F F F Reconciliation between IFRS and CRR scope of consolidation: Liabilities Information on performing and non-performing exposures Information forborn exposures F F F F F F F F F F F F F F F F F F F F F F F F F F F F FINREP PART 2 Geographical breakdown of assets by location of the activities Geographical breakdown of liabilities by location of the activities Geographical breakdown of main income statement items by location of the activities Geographical breakdown of assets by residence of the counterparty Geographical breakdown of off-balance sheet items subject to credit risk by residence of the counterparty Geographical breakdown of liabilities by residence of the counterparty Geographical breakdown by residence of the counterparty of loans and advances to non-financial corporations by NACE codes Tangible and intangible assets: assets subject to operating lease Fee and commission income and expenses by activity Assets involved in the services provided FINREP PART 3 Interests in unconsolidated structured entities Breakdown of interests in unconsolidated structured entities by nature of the activities Related parties: amounts payable to and amounts receivable from Related parties: expenses and income generated by transactions with FINREP PART 4 Scope of the group: entity-by-entity Scope of the group: instrument-by-instrument Fair value hierarchy: financial instruments at amortised cost Use of the Fair Value Option Hybrid financial instruments not designated at fair value through profit or loss Tangible and intangible assets: carrying amount Provisions Components of net defined benefit plan assets and liabilities Movements in defined benefit plans and employee benefits Memo items [related to staff expenses] Gains and losses on financial assets and liabilities designated at fair value through profit or loss by accounting portfolio Gains and losses on derecognition of non-financial assets other than held for sale Other operating income and expenses Statement of changes in equity ** only permitted as National GAAP

9 Asset Encumbrance (1.0.1) NB: Most of the following reports can be generated as consolidated or individual reports. Depending on the type, structural differences can occur in the report. Template Code F F F F F F F F F Description Asset Encumbrance Encumbrance overview Assets Encumbrance overview Collateral Not pledged. Own covered bonds and ABS issued and not yet pledged Sources of encumbrance Maturity data Contingent encumbrance Covered bonds issuance Advance template for assets of the reporting institution Advance template for collateral and own debt securities issued other than covered bonds or ABSs Funding Plans (1.0.0) Template Code P P P P P P P P P P P P Description Funding Plans Assets Liabilities Forecast of Liquidity Ratios Insured and uninsured deposits and uninsured deposit-like financial instruments Public sector sources of funding Innovative funding structures Pricing: Loan Assets Pricing: Deposit Liabilities Structural currency mismatches Loan Assets Acquisitions, Run-Offs and Disposals Plans Deposit Liabilities Acquisition and Disposal Plans Consolidation perimeter Registration Register now and open a non-binding and free-of-charge trial account.

10 All rights reserved. All registered or unregistered product names, company names and/or trademarks are properties of their respective owners and should be treated as such FERNBACH Financial Software S.A. FERNBACH We automate financial reporting.