Capital Adequacy

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Overview

The ALMIS^® Capital Adequacy module enables reporting and analytics on the adequacy of capital resources (CRD IV standardised approach). This includes calculation of risk-weighted assets and capital ratios, with functionality to configure assumptions.This module is designed to assist with production of ICAAP, capital stress tests and analysis of forward capital adequacy positions and ratios (in conjunction with Financial Planning). It also calculates data required for various capital, and other COREP, regulatory returns.

Features

Detailed calculations showing minimum capital requirements including original exposures and risk-weighted exposures, Own Funds and capital ratios
Large exposures reporting
Reporting on counterparty risk by sector and country
CVA risk reporting
Loan to Value reporting
Asset Encumbrance reporting
Arrears reporting
Autopopulation of various COREP returns, for example CA, CR, LE, CVA, LR
Forward capital adequacy analysis and reporting (in conjunction with Financial Planning)

'One of the biggest advantages of having a full ALM solution is that it’s underpinned by a single source of data. With this new regulatory reporting functionality, any data brought into the system populates the returns automatically, eliminating the need for any manual input.'

Robin Collett - Financial Controller

'ALMIS^® Hedge Accounting is a strong easy to use module with a lot of flexibility and functionality especially on the interest rate risk side. We also complete our regulatory reporting and COREP on ALMIS^® and plan to use it for our Bank of England returns. And since moving to the ALMIS Cloud hosting platform we’ve enjoyed many benefits. It’s quick and reliable and all the software updates are actioned quickly by ALMIS International.'

Lorraine Shalley - Financial Risk and Regulatory Reporting Manager