RiskAuthority calculates, consolidates and reports your organizations regulatory credit risk, market risk,
operational risk, concentration risk and liquidity risk. It offers a truly integrated and comprehensive solution – from centralized data management, fast and accurate capital, liquidity and leverage ratio calculations, holistic stress testing and integrated regulatory and management reporting. With RiskAuthority you can be
confident you have the strongest solution in place to manage your organizations local and global Basel I, II and III requirements.

The Challenge: Basel III Compliance, Streamlined Regulatory Reporting and Increased
Performance in a Stricter Regulatory Environment

Basel III presents new challenges for regulatory capital and liquidity risk management. The new regulations raise the amount and quality of capital banks should hold, increase the capital charge for counterparty credit risk, introduce new liquidity and leverage ratios and focus on greater risk integration and improved stress testing practices. Global and local risk managers will need quick and easy access to centralized credit and liquidity risk data to accurately calculate the new ratios. Heads of Regulatory Reporting need to deliver more comprehensive regulatory reports starting in 2013. And Chief Risk Officers are being challenged for more executive and board level reporting to lower the cost of capital and funding and to increase the overall risk adjusted bank performance. Staying ahead of the regulatory challenge has become even more critical.

Comprehensive Regulatory Compliance and Reporting

Basel I, II and III Regulatory Compliance

RiskAuthority offers an end-to-end solution to manage Basel I and all three pillars of Basel II and III while accounting for jurisdictional differences in capital and liquidity requirements.

  • Pillar 1: Calculate New Basel III Capital, Liquidity and Leverage Ratios
    • Consolidate and store all Basel I, II and/or III required data, including assets, liabilities, off-balance sheet exposures, counterparties, ratings, risk drivers and market data, on one central platform
    • Calculate the new Basel III credit risk capital requirements in the standardized or Internal Ratings Based (IRB) approaches including the new capital charge for Credit Valuation Adjustments (CVA)
    • Compute market risk and operational capital charge using standardized approaches
      Calculate all required information for the new Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) including liquidity buffer eligibility rules and haircuts
    • Consolidate leverage, capital (including the new conservation and countercyclical buffers) and liquidity ratios per booking entity or currency
    • Monitor large exposures, concentration risk and funding concentration per customer, products, country and currency
    • Leverage an EL based approach to assess provisions, complying with IFRS 9 impairments rules
    • Manage diverse national discretions and local regulatory reporting requirements

    Pillar 2: Improve Risk Management Processes
    • Perform liquidity stress testing for internal funding needs assessment for ILAAP
      Assess economic capital for ICAAP using Moody’s Analytics RiskFrontier™
      Run holistic scenarios, including rating downgrades and security value decrease, impacting all Basel III ratios
    • Stress risk drivers and market data, including ratings, PD, LGD, CCFs, haircuts, run-off, sell-off, FX rates and yield curves
    • Define forward looking scenarios based on business forecast assumptions and macro economic factors
    • Simulate forthcoming regulatory changes to
    • ease impact assessments

    Pillar 3: Improve Risk Disclosure

    • Streamline and automate the production of Pillar 1 regulatory capital, concentration risk and liquidity reports and submit in local supervisor’s preferred languages and formats (MS Excel, XBRL and/or XML)
    • Generate customized Pillar 3 market and stakeholder reports Manage ongoing regulatory updates
      Enhance Board and Executive Management reporting with customizable and user-friendly dashboard
      reporting tools

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