The various Regulatory Returns (Modules) automated by the Capital Adequacy Series include:
 
  •  COmmon REPorting Framework (COREP) - All Templates
  •  Leverage Ratio (LR)
  •  Large Exposures Return (LE)
  • CRD IV Liquidity Ratios
    •  Liquidity Coverage Ratio (LCR)
    •  Net Stable Funding Ration (NSFR)
    •  Additional Liquidity Monitoring Metrics (ALMM)


 
COmmon REPorting Framework

The backbone of the CRD / CRR directives now in its fourth major version / release (also known as CRD IV / CRR). COREP is the former name given...

Leverage Ratio

A non-risk-based ratio that prevents an excessive build-up of leverage on institutions’ balance sheets. The goal is to have enough Tier 1...

Large Exposures

An institution’s exposure to a client or group of connected clients shall be considered a large exposure where its value is equal or excess 10% of...

CRD IV Liquidity Ratios

As part of CRD IV, banks in the European Union (EU) must adopt three European-specific liquidity metrics: the LCR, NSFR and ALMM. These ratios...

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