Capital Adequacy

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Regulatory Reporting Market Risk Liquidity Capital Adequacy Margin Management & FTP Financial Planning Hedge Accounting Data Platform

Overview

The ALMIS® Capital Adequacy module enables reporting and analytics on the adequacy of capital resources (CRD IV standardized 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 (in conjunction with Financial Planning) analysis of forward capital adequacy positions and ratios. 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 eg CA, CR, LE, CVA, LR
  • Forward capital adequacy analysis and reporting (in conjunction with Financial Planning)
"Using the same data for ALM outputs and the auto-population of regulatory returns is efficient"
Director of Finance and Control
"The reports we produce using the ALMIS® ALM functionality provide invaluable insight on our balance sheet"
Robin Collett, Financial Controller