The lower assets quality points to inherent risk ahead as banks may be forced to provide for loan loss in their profit-and-loss accounts and depress shareholder payouts.
It eases standard-compliance checks and solution validation by regulators.Commercial banks’ profits rose by a fifth last year at the expense of the quality of loans, an official industry report shows. The SA-CCR solution includes necessary documents to reduce documentation efforts for clients. To obtain or maintain an internal model method (IMM) waiver, the PFE solution can complement SA-CCR in capital calculation. It avoids mapping issues and brings implementation efficiency and day-to-day accuracy. Data mapping richness helps clients cut costs and effort required for extractions, mapping and reconciliations. This allows for an accurate calculation of exposure-at-default (EAD) and a global optimization of the capital charge at the enterprise level. It provides the optionality to apply advanced treatments for exotics instead of conservative approximations (e.g., breaking down a cap/floor transaction into individual caplets for each flow).
BANK LOAN RISK ENGINE FULL
The solution-based ISDA SIMM methodology supports the full model governance toolkit, including exercise A back testing and exercise B benchmarking.ĭownload the brochure: MX.3 Enterprise Risk and Regulatory Suiteĭue to high accuracy and full coverage of risk-weighted assets (RWA) across multiple jurisdictions, this end-to-end solution enables strong capital payback. The IM solution supports schedule-based and ISDA SIMM methodologies and covers cross-jurisdiction legal specifics. Risk control can monitor the SA-CCR in addition to the existing CEM framework in a single system. Maintained up to date through a local regulatory watch, it enables clients to adapt more quickly to regulatory changes and ensures that solutions support Basel standards exceptions.įor SA-CCR, accuracy of figures reduces the risk-weighted assets (RWA). Regulatory solutions like FRTB-SA, FRTB-IMA, SA-CCR and initial margin (IM) come with prepackaged regulatory content that facilitates reporting on multiple jurisdiction requirements. Used by more than 200 customers across all tiers, MX.3 offers end-to-end enterprise-wide and cross-asset solutions covering over 300 payoffs.
It covers internal market risk fundamental review of the trading book (FRTB) X-valuation adjustment (XVA) standardized approach for measuring counterparty credit risk (SA-CCR) credit risk and initial margin (IM).ĭownload our MX.3 for Enterprise Risk Management brochure This is complemented by a real-time limit and exposure monitoring solution. MX.3 provides enterprise solutions that allow banks to control market, credit, and liquidity risk for internal and regulatory compliance.
BANK LOAN RISK ENGINE SOFTWARE
This enterprise risk management software is used by a large and diverse range of market participants to meet regulatory requirements including Basel III, Dodd-Frank, European market infrastructure regulation (EMIR) and Volcker. MX.3 for Enterprise Risk Management is a cloud-ready solution that enables risk managers to stay one step ahead on risk control and to achieve regulatory compliance. The complexity of these risks leads to ever-more-intensive computational needs, which require enterprise risk management software. Regulatory and market evolutions require risk managers to monitor more granular and diversified types of risks. They provide risk forecasts and help trading to take risk-informed decisions from inception. Risk managers play a key role in securing the performance of their organization. A never-ending, evolving risk paradigm demands disruptive innovation.