Key Features
Pillar 1. Complete Risk Assessment
Full coverage of the Basel II / III / IV accord and the EU-CRD Regulations
- Performs daily RWA calculations for specific portfolios to better supervise regulatory capital
- Regulatory reporting, including enhanced reporting requirements under Basel III / IV
- Includes coverage for the latest EU Securitisation Regulations ((EU) 2017/2401 and 2402)
Pillar 2. Decision Support Framework
- Stress-testing and multi-dimensional what-if analysis
- Ability to apply sensitivity shocks and scenario analysis through idiosyncratic, systemic or combined approaches
- Comprehensive concentration risk reporting
Pillar 3. Supervisory Disclosure
- Comprehensive Pillar 3 reporting as per the Basel Accord
- Annual review publications and custom management reports
IFRS 9: Supported
- An integrated risk data model
- Financial reporting: Balance sheet and risk management activities
- Modeling methodology, compliant with IFRS 9
- Various scenarios handling
- Sensitivity analyses
- Calculation of interest rate
XBRL
- Validation and conversion functions for multiple taxonomies
Benefits
- Proven Basel project implementation experience
- Tested ETL tool, risk datamart and MIS reporting
- Open architecture – customisable calculation and reporting engine
- Regulatory reporting and compliance
- Intuitive, user-friendly interface
- Single platform solution
- Auditability and transparency
- Cost effective risk management experience
- An integrated approach to the IFRS 9 impairments safeguarding the business