Ambit Basel II
Basel II Accord compliance implies the ability to identify, generate, track and report on risk-related data in an integrated manner with full transparency and audit readiness. Ambit Regulatory and Economic Capital Management helps implement Basel II projects, from data management and reconciliation, to PD/LGD/EAD estimation, to regulatory capital calculations and reporting. It also provides approaches to regulatory credit risk and operational risk quantitative 'Op-VaR' analysis, supporting the calculation of AMA capital requirements.
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Features
- Provides easy drill-down to formula and underlying source data through patented Cell Explorer functionality
- Facilitates the processing of calculations, including Basel modeling for risk-weighted assets, economic and regulatory capital, risk capital ratios and stress testing through patented WhiteLight technology
- Supports all asset classes and all credit and operational risk approaches
- Allows ad-hoc stress testing against multiple dimensions, on any factor in the model
- Schedules automatic export of reports into pre-formatted Microsoft Excel® worksheets as well as PDF or HTML files
Benefits
- Helps users acquire a truly comprehensive picture of risk for advanced regulatory capital allocation and more effective management of economic capital
- Calculates PDs, LGDs and EADs for Basel compliance
- Allows business users to modify formulae and Basel rules to forecast the effects of potential regulatory changes
- Provides ability to incorporate macro and micro-economic stress testing without additional programming
- Delivers reporting tools to meet Basel compliance
Brochures & Datasheets