End-to-end solution for mitigating all Credit Risks

The Capital Assessment Model offers

• Library of predefined reports that can be customised
• Ability to conduct stress testing and scenario analysis
• Retail pooling and segmentation across geography, product type, collaterals and more
• Calculation of specific and general risk for interest rate risk, including securities and derivatives, as per the duration approach, equity and equity derivatives
• Netting module for derivative positions (swaps, forward rate agreements and futures etc.) as per RBI guidelines, helping reduce capital requirements as no disallowance is applied to positions