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    CRD IV

    The Implementation of the European CRD IV framework in the regulatory solvency requirements for banks & investment firms leads to substantial impacts on fund managers’ institutional business.

    Fund managers must provide investing insurance companies with detailed, classified and enriched information in accordance with EU regulatory rules.

  •  TALEO Reporting helps its clients by providing the following automated reports:

    • Capital Adequacy by calculating the capital requirement (based on risk-weighted credit and counterparty credit risk, market risk and operational risk)
    • Credit and counterparty credit risk by applying Standardized approach to capital requirements (One for each exposure class and total figures)
    • Geographical breakdown of exposures by residence of the obligor (SA exposures), and the breakdown of total own funds requirements for credit risk coming from relevant credit exposures by country
    • Market risk by applying standardized approach for position risks in traded debt instruments (TDI), specific risk in securitization (SEC), position risk in equities (EQU), position risks in foreign exchange risk (FX) and position risks in commodities (COM)
    • Large exposure (LE): including maturity buckets of exposures in the trading and non-trading book, and maturity buckets of exposures to clients
    • Leverage ratio (LR): calculation, breakdown of exposures and breakdown of leverage ratio exposure components
    • Liquidity ratios (LCR/NSFR): including liquid assets, outflows and inflow. Stable funding covers items requiring or providing stable funding

    TALEO Reporting applies its standard approach to upload the received data, and enrich it to produce all the reports in the desired formats: XLSX, PDF and XBRL.

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