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.

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APRA Reporting Forms Covered

APS 180.0

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).

Domestic Bank ADIs

APRA Reporting Forms Covered

APS 110

Automates generation of reporting forms related to Capital Adequacy (APS 110) and fair values of assets and liabilities (APF 111).

Foreign Subsidiary Banks

APRA Reporting Forms Covered

APS 112 / 120

Automates generation of reporting forms related to the Standardised Approach (APS 112) and Securitisation (APS 120).

Foreign Branch Bank

APRA Reporting Forms Covered

APS 180.0

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.

Non - Bank ADIs
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Highlights of the Solution

Edit-Check Engine

Edit-Check Engine

Embedded Edit-Check engine to
create any number of user-defined
validation rules.

Hierarchy

Data Lineage

Ability to drill-down from reported
fields to underlying accounts for
tracing errors and mismatches.

Data Adjustments

Data Adjustments

Support for data adjustments to
reported fields.

Create Structures

Create Structures

Ability to create user-defined table
structures to pass data adjustments
directly to the Data Hub.

Data Quality

Data Quality

Embedded Data Profiler tool to define
and validate against configurable data
quality thresholds.

 Calendar

Calendar

In-built calendar to automate
generation of reports at pre-defined
frequencies.

Scaling Factor

Metric Scaling

Configurable scaling factor for
reporting financial positions and
performance as per regulatory/
business requirements

Flexibility

Multi-format Reports

Ability to generate reports in multiple
reporting formats – XLSX, CSV, XBRL,
PDF, XFDF etc.

Form Reporting

Version Control

Version controller for reporting forms
with the ability to archive and access
older versions.

Review Process Flow

Review Process Flow

Review Process Flow (RPF) engine to
easily create unlimited number of
user-defined workflows with any
number of approval levels.

Management Module

Profile Management

User Management module to create
and manage users, roles and access
controls.

Audit Trail

Audit Trail

System generated log files for
Audit Trail.

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