AVATI Solutions
Capital Assesment Alatfarm

Capital Assessment Platform

Our Basel III/IV capital calculation product enables the bank to calculate regulatory and economic capital for pillar I risks based on a menu of approaches and methodologies at both solo and consolidated group level enabling flexible user defined regulatory and internal reporting including interactive dash boards. Also covers SA-CCR & CVA capital computation based on latest regulatory guidelines.

Overview

  • System for capital calculation and alignment with global best practices for risk management - Regulatory & Economic Capital.
  • Capital Adequacy Ratio (CAR) covering Credit Risk, Market Risk & Operational Risk based on Basel III/IV and local regulatory guidelines.
  • CAR using regulatory Consolidation rules for home host reporting.
  • System caters to CAR calculation and reporting based on Standardised & Advanced Approachs.
  • Stress Testing for Capital based on multiple user defined scenarios for evaluation of stress capital and management insight.
  • Covers Credit, Market & Operational Risk capital calculation.
  • Covers SA-CCR & CVA Capital Calculation & Reporting.
  • Capital planning and risk analysis for evaluation of optimum capital consumption by various business units at desired granularity.

Key Features

  • Calculation of Risk Weighted Assets and capital requirements for credit, market and operational risk for standardized and advanced approaches for Basel II implementation.
  • Modeling at account / product level / counterparty level - for all risks.
  • Segregation of data management and regulatory processing rules / assumptions engine.
  • Multi Currency, Multi Entity & Multi Jurisdiction: The solution can be effectively extended and integrated for pillar II and ICAAP generation and reporting.
  • Credit Risk Mitigation: Optimization and capital benefits.
  • SA-CCR Capital Calculation: Separate sub-module for Counterparty Credit Risk (SA-CCR) for derivatives portfolio.
  • Credit Value Adjustment (CVA): Dedicated module for configuration, application and computation rules for CVA capital charge.
  • Group Consolidation and comprehensive regulatory reporting.
  • Reconciliation module ensures reconciliation of banking information to General Ledger at all times.
  • Also covers Market Risk & Operational Risk Capital Calculation based on latest regulatory guidelines.