AVATI Solutions
Capital Assesment Alatfarm

Capital Assessment Platform

RiskCube Cap is a Basel II & III capital calculation assessment framework and solution which enables the bank to calculate regulatory and economic capital covering Pillar I and III guidelines of the BASEL accord aligned with local regulatory requirements along with global best practices.

It has the capability to address all three major categories of Credit Risk, Market Risk and Operational Risk for multiple regulatory jurisdictions simultaneously covering standardized and advanced approaches. Our product has capability to provide capital consolidation at group and solo entity level based on multiple regulatory businesses and reporting requirements.

The platform provides capital utilization covering multiple dimensions at portfolio, product, business unit, counterparty group, customer, industry etc., with comprehensive drill down capabilities to any desired granularity.

KEY FEATURES

» MetaData Management and Rule Configuration

The platform is designed to segregate Metadata management and Central Bank regulatory guidelines and business rules for home host, multi-entity, multi jurisdiction reporting. It can thus manage complex structural inter-relationships of static customer group data, portfolio data and static and regulatory data with dynamic exposure information.

» Data Modeling and Exposure Management

Modeling at most granular level - Limit, transaction, facility, product and counterparty.

» Capital to Risk Assets Ratio

Capital to risk assets ratio based on multiple progressive approaches under Basel II / III guidelines. The product allows for parallel comparative computation using a menu of approaches.

» Credit, Market and Operational Risk

Calculation of regulatory and economic capital based on a menu of approaches from Standardized approach to Advanced Internal Based approach for credit risk capital computation. Market risk capital calculation based on Basel II regulatory guidelines at consolidated trading book level. Additionally it allows scenario analysis for incremental trading book investment. Operational Risk Capital Module based on a menu of approaches as required by the Basel II accord.

» Group Capital Consolidation

Capital consolidation model for addressing individual and consolidated home- host reporting for multiple business rules and regulatory guidelines.

» Credit Risk Mitigation - Collateral Optimization

The product has a Credit Risk Mitigation module for apportionment of collateral and hence provides the optimum allocation of the same.

» Integration with Pillar II Capital and ICAAP reporting

Provides an integrated risk view for the organization by enabling integration with other risk solutions like Pillar II and ICAAP reporting, portfolio and liquidity management.

» Comprehensive Flexible Reporting Cube

Configurable front end based user defined reporting cube to enable capital reporting for multiple user defined dimensions for comprehensive regulatory and internal reporting covering Pillar I, II and III under Basel guidelines.

» Data and General Ledger Reconciliation

Distinctive general ledger reconciliation with additional reconciliation layer for data and reporting reconciliation.

» Scalability

Scalable and flexible design and technology allows phased implementation from basic to advanced approaches in line with evolving risk management practices.