Ambit BancWare 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 BancWare 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