Capital Forecasting (ICAAP)

Forward looking assessment of capital requirements covering all Basel II - Pillar I & II risks, based on projected business plan. Its flexible configurable platform enables users to embed advanced, complex risk models through user-friendly interface.

Includes module for stress testing & balance sheet simulation for impact assessment on profitability, solvency and capital.

Product Overview

  • Provides users with an open platform to configure and conduct Pillar 2 risk assessment to ensure adequate capital cover for all material future balance sheet risks under stress conditions.
  • Prepare and implement annual business strategy & forecasts for capital planning under normal and stressed scenarios.
  • Annual internal long term solvency assessment & planning for future capital requirements based on existing portfolio & future financial plan
  • Flexible, transparent and configurable platform for organisation capital assessment enabling regulators and auditors to review and evaluate bank’s ICAAP process and capital solvency under normal / stress business conditions

Key Features

  • Comprehensive Transparent Pillar 2 Risk Assessment: Periodic, internal comprehensive capital assessment (normal and stressed) based on business plan and its impact on overall risk profile of projected balance sheet
  • Group wide structure for capital assessment for all risks covered under pillar I & II with ability to provide capital consolidation at entity and group level
  • Material Risk Estimation: Enables capital assessment for material pillar II risks like liquidity, interest rate, concentration, strategy, macro-economic, etc. Capital assessment based on future business strategy covering above risk dimensions.
  • Comprehensive Risk Dimensions / Categories: Helps address capital calculation for residual pillar I and additional pillar II risks, viz. Credit, Market, Operational risk, Interest Rate, Liquidity, Reputation, Strategic, Concentration, Residual, Settlement, Underwriting, Macro-economic and Commodity risk etc.
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We at AVATI seek to become the Partner of choice for the banking and financial services industry in their constantly evolving journey of implementing best practices in Risk Management.

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