Key Features
Pillar 1. Complete Risk Assessment
Full coverage of the Basel II / III 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
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
Integrated risk data model
Financial reporting: Balance sheet and risk management activities
Modeling methodology, compliant with IFRS 9
Various scenarios handling
Sensitivity analyses and
Calculation of interest rate
XBRL
Validation and conversion functions for multiple taxonomies
Benefits
Proven Basel II / ΙΙΙ 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
Integrated approach to the IFRS 9 impairements safeguarding the business