Capital Management

Capital management team at Asymmetrix has decades of experience in development and implementation of regulatory and economic capital frameworks, capital allocation, RWA optimization and risk-based pricing. We empower institutions by providing techniques, frameworks and tools to meet challenges posed by regulatory guidelines such as Basel II and Basel III. Our implementation support team helps in migration to Basel II Standardized and Advanced approaches. We also provide periodic assistance in capital computation and regulatory reporting to institutions.

Asymmetrix Capital Management Services

Basel II Implementation Support

Our capital management team has experience of implementing Basel II guidelines at more than fifteen institutions in Asian and ME markets, including Standardized as well as Advanced approaches. We are one of the leading advisory teams in the Indian banking sector assisting multiple banks in migration to IRB approach for credit risk.

RWA Optimization

We help institutions in regulatory RWA savings through our RWA Optimization Framework.

Capital Computation Outsourcing

Our technical and functional team assists institutions in periodic capital computation, reporting and stress testing to meet regulatory requirements in a timely and cost-effective way.

Risk-based Pricing

We provide advisory to institutions on developing and implementing risk-based pricing frameworks to calculate expected and realized risk-based returns on capital at transaction level, customer level and other levels of granularity.

Economic Capital Modelling

Our credit risk economic capital modelling framework allow institutions to estimate risk-based economic capital requirement for corporate, retail, sovereign and institutions sub-portfolios as well as aggregate credit portfolio. Capital allocation methods are used to allocate economic capital to individual customers and business units.

Model Validation Services

We have worked with multiple banks and financial institutions on validating performance of internal models and identifying poorly performing models. We assist banks on model refinement to manage portfolio default risk and recovery risks, thus translating into capital savings.