Basel III framework

Safely navigate the Basel III waters
Basel III reporting can give a serious headache. SYSTEMIC’s solution makes easy to collect and reconcile data from the core banking system and other sub-systems, to properly set the various weights for each type of risk, to calculate different regulatory requirements and, of course, to produce every kind of report that is required by the European Banking Association or the local regulatory Authorities.
From plain vanilla instruments and simple portfolio structures to the most complex OTC and exotic instruments across complex hierarchical structures...
RiskValue manages all entities which are relevant to Banking or other financial institution subject to Basel III regulation. These entities include...
The regulatory capital module allows the evaluation of regulatory capital for counterparty risk, under any one of the three approaches proposed by...
Following recent failures of model-based statistical approaches, Stress Testing is rapidly becoming the most trusted risk measurement approach by...
To address the additional regulatory requirements of Basel III, the system includes a comprehensive yet extensive stress-testing framework, from...
In many cases, the minimum regulatory capital does not represent an accurate enough risk measure. This is particularly true for Banks following the...
Contrary to Basel’s first pillar which is fairly standardized and prescribes almost all methodologies to be used for capital adequacy purposes, the...