Representative Case Finance & Compliance
Credit Risk Regulatory Capital Requirements Engine
Do you want to know more about Regulatory requirements?
The approach
Centralize in a single system the calculation and reporting of capital requirements for credit risk of a Tier I entity, covering all regulatory calculation methods established by the regulations (standard, IRB, slotting).
Covering not only calculation and reporting needs, but also design a flexible and adaptable system to a changing regulatory environment.
Results
In less than 9 months, the results of the engine started to be used in production and legacy systems began to be commissioned.
The execution of the Projects allows the entity to :
Reduction of in-house resource requirements as a result of the optimization of calculation criteria, as well as the improvement of the quality of source information.
Drastic reduction in processing times, equipment and number of manual adjustments.