Key Features
Pillar 1. Capital Requirements Calculations and Reporting
- Full coverage of the EU-CRR/CRD Regulation and its future evolutions
- Production of Pillar I related Regulatory reports
- Credit Risk capital requirements calculations according to Standardised and IRB approaches
- Capital requirement calculations for Securitization positions according to SEC-SA and SEC – IRBA Approaches
- STE Credit Risk Reporting
Pillar 2. I.C.A.A.P.
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Parallel run of SA and Quasi IRB approaches in the context of ICAAP
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Capability to create, execute and compare various scenarios’ (stress testing, budget projections, etc.)
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Perform concentration risk analysis based on key parameters (geographical concentration, products/portfolio concentration, collateral type concentration)
Pillar 3. Consistent & Reliable Information Disclosures
- Extraction of Pillar III related tables
XBRL
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Full coverage of Supervisory reporting Validation rules, covering multiple EU and local data taxonomies
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Data errors checks and reporting
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