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IRRBB CoRep & STE

Reporting requirements under STE and CoRep.

Benefits

  • Efficient Reporting Processes Through Automation
  • Audit-Ready and Compliance with Regulatory Deadlines
  • Transparent and Traceable Risk Positions
  • Future-Proof and Scalable Solution

CHALLENGE

Reporting requirements under STE and CoRep

The regulatory requirements for IRRBB as part of supervisory reporting requirements (STE & CoRep) require institutions to prepare interest rate risks in the banking book in a consistent and detailed manner. Standardized templates and granular data requirements present institutions with significant challenges in data collection, aggregation, and validation. In addition to technical implementation within the IT architecture, coordination between risk management, regulatory reporting, and specialist departments is becoming increasingly important. Incorrect or incomplete reports may result in supervisory inquiries and additional capital requirements. The close integration of risk management and regulatory reporting therefore highlights the growing importance of an integrated and audit-proof reporting process in the context of IRRBB.

Customized data basis and drill-down analysis

zeb.control supports transaction-level calculation and management across any portfolio steps. Transaction-level information for the Constant Balance Sheet Assumption (CBA) is generated automatically. Automated data processing provides transparency and traceability of risk positions while reducing manual effort.

Automated preparation of CoRep reports

The relevant quantitative reporting data is consolidated in accordance with the reporting template logic and provided as CoRep results. Exportable results, audit-compliant processes, and compliance with regulatory deadlines support efficient and future-ready regulatory reporting.

Consistent IRRBB and STE Results

For the STE reports, consistency with existing ALM solutions is ensured. Both the EVE view (Delta EVE) and the NII view (Delta NII) are supported, providing a scalable foundation for future regulatory requirements.

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