Capital Assessment Model
Our Capital Assessment Model* offers
- Library of predefined reports with capability of customisation based on institution's requirements
- Ability to conduct stress testing and scenario analysis
- Capability of retail pooling and segmentation across geographies, product type, collaterals etc.
- Ability to calculate specific and general risks for interest rate risk, including securities and derivatives
- Netting module to allow netting of derivative positions as per RBI guidelines
Technology features
- Graphical user interface-based
- Data archival capability for audit/report generation
- Data drill down capability across Basel II asset classes,
geographies and entities - Enable rectification of erroneous data
Value-added features
- Built-in statistical approaches for rating model
- Audit trails of rating changes
- Ability to develop institutional knowledge through access
to scores of all rated companies in an industry - Ability to customise financial templates based on
institutional needs