Capital Adequacy

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    Market RiskLiquidityCapital AdequacyMargin Management & FTPFinancial PlanningHedge AccountingData 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)
    '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