Capital Management (Basel) Solution
Key Features
- Out-of-the box compliance and reporting for a large number of Jurisdictions
- Integrated Stress Testing Framework
- Industry standard Economic Capital models
- Coverage of all approaches for Credit, Market and Operational risk
- Complete Risk Assessment
- Decision Support Framework
- Supervisory Disclosure
- IFRS 9: Supported
- XBRL Validation and conversion functions for multiple taxonomies
Benefits
- Offers a truly comprehensive picture of risk for advanced regulatory capital allocation and more effective management of economic capital
- Credit scoring modeling calculations PDs, LGDs and EADs
- Allows business users to modify formulae and Basel rules to assess impact of potential regulatory changes
- Provides ability to incorporate macro and micro-economic stress testing without additional programming
- Delivers reporting tools to meet MIS Basel and Regulatory requirements
- Integrated approach to the IFRS 9 impairments safeguarding the business
