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Risk ManagementeNewsletter Autumn 2019

RiskAvert, the robust and complete risk management solution, was upgraded to fully cover the final Basel III securitisation framework, including Regulation (EU) 2017/2401 (Securitisation Regulation) and Regulation (EU) 2017/2402 (Securitisation Prudential Regulation), the EBA regulatory reporting as well as the quantitative self-assessment reports of risk transfer (i.e. First Loss and Commensurate Risk Transfer Test).

Capitalising on years of experience and a number of successful implementations, RiskAvert successfully delivers to the requirements of Basel III. With the recent enhancement as a result of the revised framework and regulations, the platform allows for simplification of hierarchy in terms of the number of available approaches while at the same time enhancing risk-sensitivity.

The Securitisation Regulation consolidates the patchwork of legislation governing European securitisations and introduces the long-awaited rules for issuing simple, transparent and standardised (STS) transactions.

At the same time, the Securitisation Prudential Regulation replaces the provisions of the Capital Requirements Regulation (CRR) relating to the regulatory capital treatment of securitisation exposures held by EU credit institutions and investment firms paving the way for the new Basel IV framework and CRR2.

RiskAvert is continuously being enhanced to offer flexibility, reliability and robustness for risk management functions delivering full compliance to the upcoming regulatory requirements of Basel and an easy to use powerful environment for business users.

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