SolvV Reporting for Investment Funds

Risk-weighted calculation in accordance with the Solvency Regulation (Solvabilitätsverordnung – SolvV).

Allows customer support staff to fulfill the regulatory requirements of their institutional investors when calculating risk weights in accordance with the SolvV.

The German Solvency Regulation (Solvabilitätsverordnung – SolvV) implies a number of regulatory requirements. Investors are obliged to regularly report the risk weights of their capital investments to the German Federal Financial Supervisory Authority (Bundesanstalt für Finanzdienstleistungsaufsicht – BaFin). The task of calculating these risk weights can be outsourced to third parties.

IDS GmbH – Analysis and Reporting Services (IDS) offers the calculation of this risk weighting, in particular determination of the solvency ratio and the foreign currency breakdown.

The methods used for calculation include the credit risk standardized approach (CRSA) and the internal ratings-based approach (IRBA), which is implemented using the “simplified look through” or the BaFin T038 interpretation. With solvency reporting by IDS, fund administrators profit from auditor-certified calculation methods.

IDS offers standardized reports as well as reports tailored to individual client demands.