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.
- 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.
- 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.