Features

Integrating product coverage and data management tools within a flexible, scalable architecture, Credit Regulatory Capital Management for Banks provides a compliance solution designed to adapt and evolve with changing regulatory environments.

Covers the trading and banking books

Consolidating data from both the trading and banking books, Algorithmics' regulatory capital solution produces extensive product coverage, including: commercial credit facilities, bonds, credit derivatives, extensive over-the-counter derivatives (fixed income, FX, equities and commodities including energy), and retail portfolios.

Advanced corporate structure support

With a flexible model that easily accommodates large-scale corporate structures, Algorithmics' regulatory capital solution stores static credit data (including industry, country, ratings, etc.), as well as managing complex relationship structures.

Comprehensive compliance infrastructure

Designed to support organizations that reach across multiple legal entities in many countries, Credit Regulatory Capital Management for Banks manages complex counterparty structures, and facilitates a smooth transition for banks wishing to move to the BIS II internal ratings-based (IRB) approaches.

Scalable framework

Constructed with a flexible, comprehensive risk engine, Algorithmics' regulatory capital solution can adapt to meet evolving regulatory requirements without requiring external parties or costly software development.

Basel II data management support

Credit Regulatory Capital Management for Banks includes data management tools that enable financial institutions to manage data inputs at the required level of granularity for Basel II capital calculations.