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Regulatory capital costs in pricing with MARZIPAN
As part of a live demo, you will get to know the EKKKSA performance level of our MARZIPAN solution and its contribution to taking into account the EBA guidelines on lending and monitoring (EBA/GL/2020/06). Using a calculation example, you will see directly in the software how the economic and regulatory capital costs are calculated in the contribution margin scheme in MARZIPAN and learn from our experts how the bottleneck principle of economic and regulatory capital can be taken into account in the preliminary calculation.
msg.ORRP/BAIS: Large Exposure and the identification of connected clients according to CRR
The seminar provides you with an in-depth insight into the legal basis for large exposure reporting and the identifying of connected clients. Using examples, you will learn about the rules implemented in msg.ORRP/BAIS and how positions are calculated.
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Isabel Menrath
Events & Trainings
Can’t find the right topic or the offered date doesn’t fit? No problem, together we will find the right solution for your requirements. Simply contact us, we will be happy to advise you individually.
User group msg.ORRP/BAIS: Presentation of release contents 1.43.00
We are looking forward to a session with our users, where we present the contents of the current msg.ORRP/BAIS release.
AMLR Decoded – What really changes for risk analysis
With the AMLR, risk assessment becomes an ongoing responsibility: structured, consistent, and audit-ready at all times. In our event, we show banks how to translate regulatory requirements for risk assessment into practical, software-supported implementation.
msg.ORRP/BAIS: collateral calculation in accordance with CRR III
In this short break seminar, you will learn about the msg.ORRP/BAIS approach to collateral calculation. The focus is on compliance with CRR III.
msg.ORRP/BAIS: ESG Disclosure and Taxonomy Regulation
This short break session shows how sustainability reports are structured in msg.ORRP/BAIS – with a focus on the automatically generated ESG disclosure forms in accordance with CRR and the reporting requirements under Article 8 of the EU Taxonomy Regulation.
msg.ORRP/BAIS: Liquidity coverage requirements under LCR and monitoring parameters
In this seminar you will gain a detailed insight into the legal basis and regulatory background of the Liquidity Coverage Ratio (LCR) and the associated Additional Liquidity Monitoring Metrics (AMM) and learn how to implement them in msg.ORRP/BAIS in a practice-oriented manner.
msg.ORRP/BAIS: Credit data statistics with AnaCredit – Short Break Session
This short break session provides you with a concise overview of the key changes and central aspects of AnaCredit reporting.