Your trusted partner for UK and EU regulatory reporting
VERMEG, previously Lombard Risk, excels in supporting UK and EU clients.
Our London based subject matter experts and European teams ensure excellence in providing solution implementation, support, and ongoing services for your regulatory reporting needs.
Comprehensive Coverage across the UK and EU
VERMEG ensures that all reports and calculations can be individually licensed, allowing firms to optimize their solution by selecting only the essentials. This approach guarantees a cost-effective solution tailored to the specific needs of UK and EU financial institutions.
Please find below a sample of the reports we cover.
Bank of England (BoE) / Prudential Regulatory Authority (PRA) calculations and reports including
/ Capital Requirement calculations and reports including:
/ Credit Risk, Counterparty Credit Risk, Collateral Optimization, Hedging instruments >> CRSA,CCR
/ Market Risk, including Swaps, Derivatives, Options and Securitizations >> MKIR, MKFX, MKEQ
/ Capital, Leverage Ratios, Group Solvency >> Capital+, LV, GS
/ Liquidity, Additional Metrics >> PRA110, NSFR, ALMM
/ Value Adjustments, Large Exposure (Concentration) Risk, Operational Risk >> CVA, LE, OP
/ Financial Reporting calculations and reports including:
/ Templates for IFRS and GAAP, Asset Encumbrance, Ring-Fence Body Returns >> FINREP, AE, RFB
/ Additional Returns including:
/ Funding plans, Supervisory Benchmarking, and Resolution returns >> P returns, C returns, Z returns
/ Statistical and Legacy Returns
/ All statistical calculations and returns including balance sheet reports >> BT, PL, ELS
/ Pillar 3 Disclosure Reporting (UKCC1, UKKM1, ULLI2, UKOV)
Financial Conduct Authority (FCA) returns include
/ MLAR, RMA and Branch reporting, FCA-CCR, FSA returns >> MLAR, Branch, FSA, CCR, RMA, PSD
/ Investment Firms Prudential Reporting (IFPR) >> IF returns
European Banking Authority Reporting including
/ COREP calculations and reports including:
/ Credit Risk, Credit Risk, Counterparty Credit Risk, Collateral Optimization, Hedging instruments >> CRSA, CRGB, CCR
/ Market Risk including Swaps, Derivatives, Options and Securitizations >> MKIR, MKFX, MKEQ
/ Capital, Leverage Ratios, Group Solvency >> CAR, LV, GS
/ Liquidity, Additional Metrics >> LCR, NSFR, ALMM
/ Value Adjustments, Large Exposure (Concentration) Risk, Operational Risk >> CVA, LE, OP
/ FINREP calculations and reports including:
/ Accounting templates for IFRS and National GAAP, Asset Encumbrance and Ring-Fence Body Returns >> FINREP, AE, RFB
/ Additional Returns such as:
/ Funding plans, Supervisory Benchmarking, and Resolution returns >> P returns, C returns, Z returns
/ Investment Firms Reporting
/ Investment Firm Regulation >> IF returns
/ AnaCredit Reporting
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