Risk
Asseco RMS Basel

Support for risk and analysis departments of financial institutions in the scope of management and calculation of capital adequacy requirements in accordance with the Basel III regulations.
The system supports compliance with the requirements imposed on the financial sector by the Basel III regulations, concerning the management and calculation of capital requirements arising from credit, market and settlement risks, as well as the calculation of liquidity metrics, capital leverage and large exposures. Furthermore, the system is responsible for the preparation of data for prudential regulatory reporting. The system enables the use of standardized and advanced approaches to risk monitoring, allowing for more precise identification of business risks.
Functionality
The system covers the complete process of risk management and monitoring, starting by acquiring and processing of data from various source systems, through the transformation of data into a model allowing for their easy parameterization in accordance with the regulatory requirements, and ending up by providing the calculation results and reports for further analyses and for ITS reporting to the European Banking Authority.
Key features
ParameterizationProviding easy access to the configuration of data supply processes as well as the parameterization of metrics and risk calculations. This allows for high flexibility in the adjustment of relevant processes to the current regulatory requirements, and in carrying out simulations and analyses. | EfficiencyEnsuring high performance of calculation processes by applying a well-optimized computing engine. The system is suitable for use in medium-sized and large financial institutions. |
UpdatesAll regulatory changes introduced by the relevant authorities as well as internal requirements of financial institutions are analyzed on a continuing basis and incorporated into the system, in order to ensure full compliance of the system and its processes with the current requirements. | FlexibilityAllowing the freedom of choice to use either the standardized or advanced approach to the calculation of capital requirements. |
QualityEnabling the system users to evaluate and analyze the results of calculations with the help of built-in configurable presentation mechanisms. |
References
FM PBP Bank | Volkswagen Bank Polska |