A new regional coupled model system for the North Sea and the Baltic Sea is developed, which is composed of the regional setup of ocean model NEMO, the Rossby Centre regional climate model RCA4, the sea ice model LIM3 and the river routing model CaMa-Flood. The performance of this coupled model system is assessed using a simulation forced with ERA-Interim reanalysis data at the lateral boundaries during the period 1979-2010. Compared to observations, this coupled model system can realistically simulate the present climate. Since the active coupling area covers the North Sea and Baltic Sea only, the impact of the ocean on the atmosphere over Europe is small. However, we found some local, statistically significant impacts on surface parameters like 2m air temperature and sea surface temperature (SST). A precipitation-SST correlation analysis indicates that both coupled and uncoupled models can reproduce the air-sea relationship reasonably well. However, the coupled simulation gives slightly better correlations even when all seasons are taken into account. The seasonal correlation analysis shows that the air-sea interaction has a strong seasonal dependence. Strongest discrepancies between the coupled and the uncoupled simulations occur during summer. Due to lack of air-sea interaction, in the Baltic Sea in the uncoupled atmosphere-standalone run the correlation between precipitation and SST is too small compared to observations, whereas the coupled run is more realistic. Further, the correlation analysis between heat flux components and SST tendency suggests that the coupled model has a stronger correlation. Our analyses show that this coupled model system is stable and suitable for different climate change studies.