Regulatory capital computation is a data intensive exercise requiring data from multiple source systems. Speed, accuracy, traceability and auditability of individual computation are critical for regulatory compliance. Reconciliation with accounting data and data quality checks are required to ensure data integrity, quality and completeness. Another integral part of regulatory capital computation is regulatory and management reporting. Integrated dashboards are imperative for gaining insights into regulatory capital consumption.
Asymmetrix Capital Engine is a comprehensive solution that integrates capital computation logic with data centralization, data quality management, accounting reconciliation, regulatory reporting and capital management dashboards. The software helps institutions achieve compliance with Basel II Pillar I and Pillar III guidelines for Credit risk, Market risk and Operational risk.
Asymmetrix Capital Engine (ACE) helps banks in calculating regulatory capital requirements for Credit risk (Standardized Approach, FIRB Approach, AIRB Approach, Mixed/Partial Migration Approach), Market risk (Standard Duration Based Approach) and Operational risk (BIA, TSA).
The software can be integrated with the Pillar-III reporting module for meeting regulatory reporting requirements.
Integrated GL reconciliation module and Data Quality module ensures that data integrity and completeness requirements are met for regulatory review.
A web-based logic maker allows risk manager to create, edit and manage capital computation logics from the front-end. The software comes with pre-configured computation logics for different jurisdictions, thus reducing implementation time.
Built-in Credit Risk Mitigation algorithm for Standardized and F-IRB approach reduces capital requirement by optimizing mitigant allocation to exposures.
Integrated dashboard allows risk managers to analyze regulatory capital consumption to any level of granularity such as exposure, customer, business units, exposure types, book type etc.