Basel 1, 2 & 3 Reporting for Efficient Capital Management
Fintellix's Basel 1, 2 & 3 Reporting solution extracts computed outputs from extant risk management systems, leverages Fintellix's Data Hub to store the extracted output, classifies and structures the output to enable generation of reports related to Credit, Market, Operational and Liquidity risks. The solution runs on a BCBS 239 compliant regulatory reporting data platform which integrates with Risk Management systems of a bank.
APRA Reporting Forms Covered
APS 180.0
Standardised Approach for Counterparty Credit Risk
Fintellix's solution for reporting Counterparty Credit Risk using the Standardised Approach (SA-CCR) helps Authorised Deposit-taking Institutions (ADIs) under Standardised or Internal Ratings-based (IRB) approach to complying with APS 180 prudential standards. The solution helps banks to compute and report Default Risk RWE, Trade Exposure RWE, Default Fund RWE to a non-qualifying CCP, CVA risk capital charge, and Default Fund risk capital charge for a QCCP. The solution runs on Fintellix's BCBS 239 compliant regulatory reporting data platform which integrates with treasury and risk management systems, to extract the most granular information related to derivative transactions, enabling computation of Replacement Cost (RC) and Potential Future Exposures (PFEs) which are in turn used for computing Exposure at Default (EAD) for both margined and un-margined transactions. The solution also integrates with Credit Risk Management systems of the bank to compute Risk-weighted Exposures (RWE) for Securities Financing Transactions (SFTs).
APRA Reporting Forms Covered
APS 110
Capital Adequacy Returns
Automates generation of reporting forms related to Capital Adequacy (APS 110) and fair values of assets and liabilities (APF 111).
APRA Reporting Forms Covered
APS 112 / 120
Credit Risk Returns
Automates generation of reporting forms related to the Standardised Approach (APS 112) and Securitisation (APS 120).
APRA Reporting Forms Covered
APS 180.0
Adjusted Current Method
Fintellix's solution for reporting Counterparty Credit Risk using the Adjusted Current Exposure Method helps Non-bank Authorised Deposit-taking Institutions (ADIs) to comply with APS 180 prudential standards. The solution helps non-bank ADIs to compute their Current Credit Exposure (CCE) and Potential Future Credit Exposure (PFCE). The solution runs on Fintellix's BCBS 239 compliant regulatory reporting data platform which integrates with treasury and risk management systems.
Highlights of the Solution
Edit-Check Engine
Embedded Edit-Check engine to
create any number of user-defined
validation rules.
Data Lineage
Ability to drill-down from reported
fields to underlying accounts for
tracing errors and mismatches.
Data Adjustments
Support for data adjustments to
reported fields.
Create Structures
Ability to create user-defined table
structures to pass data adjustments
directly to the Data Hub.
Data Quality
Embedded Data Profiler tool to define
and validate against configurable data
quality thresholds.
Calendar
In-built calendar to automate
generation of reports at pre-defined
frequencies.
Metric Scaling
Configurable scaling factor for
reporting financial positions and
performance as per regulatory/
business requirements
Multi-format Reports
Ability to generate reports in multiple
reporting formats – XLSX, CSV, XBRL,
PDF, XFDF etc.
Version Control
Version controller for reporting forms
with the ability to archive and access
older versions.
Review Process Flow
Review Process Flow (RPF) engine to
easily create unlimited number of
user-defined workflows with any
number of approval levels.
Profile Management
User Management module to create
and manage users, roles and access
controls.
Audit Trail
System generated log files for
Audit Trail.
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