Methodology, business requirements, “turnkey” implementation
BASEL II,IIIAdjustment in compliance with the standards
ALMLiquidity management
100%Adjustment in compliance with the requirements of Central Bank
Increasing of transparency and management of credit and operational risks
Control and forecasting of a market risk. Market risks connection with credit and operational risks
Forecasting and management of a Bank soundness
Reduction of time and costs for a manual reporting
Our approach is a business approach
We are a Business Integrator
Minimal efforts by the businessOur business analytics will hold an interview, prepare business requirements and coordinate them with you
Reducing efforts of a Bank’s IT serviceYour IT service will be able to get an optimal solution for your Bank together with our system analysts and system architects
Optimal solution for your taskChoose an optimal solution for your Bank together with our experts, specializing in the basic modern platforms and systems
We undertake functionality testingOur specialists will test a developed solution in compliance with both functional and business requirements
Solution structure
The solution covers every function of the risk management and regulatory reporting
Calculation and report on interest risk (IRR report)
Supporting of stress tests, using the movement of curves of interest rates
Supporting of stress tests, using the behavior models
Calculation and reporting on the liquidity gap (Liquidity GAP Report)
Static and dynamic report
Support of changing business scenarios
Support of the what-if analysis
Calculation and report on a cash flow (Intrinsic Liquidity Report или Cash-Flow report)
Credit risk
Calculation of definitions of the codes used in calculation of statutory ratios 139-I, N6, N7, R25
Calculation of repurchase transactions (Repo) and derivative financial instruments (Derivatives)
CCR calculation (Basel II – CCR-Current Exposure Method)
Operational risk
Calculation of operational risks by Basic, ASA and AMA approaches
Market risk
Calculation of market risks (Market risk – The standardised measurement method) on a daily and monthly basis.
Standardized Approach/ IRB Approach
Calculation of a credit risk by Standardized Approach and Internal Ratings-Based Approach
Capital Calculation
Calculation of capital components (B23 -Basel III) is made on a 3-level-basis
Calculation of a countercyclical buffer to capital adequacy ratios (Basel III)
CVA Calculation (CVA - Basel III)
Our approach as a Business Integrator
Our advantages
We are experts in the banking business
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Business analytics with the real working experience on the key positions in TOP10 banks
Large-scale “turnkey” projects with the further guarantee and support
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Projects from business ideas to an implementation with the amount of more than 700 person-days