APRA Exposure Reporting Standards for Effective Risk Management

Fintellix's Exposures reporting suite helps both ADIs and RFCs to generate all their exposure-related reporting requirements as prescribed by the Australian Prudential Regulation Authority (APRA). The solution runs on a BCBS 239 compliant regulatory reporting data platform which can integrate with the existing data infrastructure of a bank. The solution has an in-built engine to compute exposures to on and off-balance sheet assets & liabilities, contingent liabilities, and commitments. The solution offers pre-built, but configurable data taxonomies and pre-wired business rules for all the APRA-specified exposure reporting standards and can also address other internal reporting requirements. The solution is available under both on-premises and Software as a Service (SaaS) delivery models.

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APRA Reporting Forms Covered

ARS 221.0

Fintellix's Large Exposures solution helps banks to determine all on and off-balance sheet exposures to individual and groups of connected counterparties. The solution has an embedded business rules engine which can be used to define logic for identifying connected counterparties, defining eligibility criteria for Credit Risk Mitigation (CRM) Techniques, and for defining rules for excluded exposures. The solution provides the ability to configure large exposure thresholds by counterparty type and automates the generation of notifications to business users upon crossing over pre-defined thresholds. This solution can also be integrated with the different source systems of a bank to perform dynamic checks on maximum-possible incremental exposures for individual or connected counterparties.

APRA Reporting Forms Covered

ARS 221.0

Fintellix's Large Exposures solution helps foreign bank ADIs with a requirement to report ARF 221.1. The solution helps banks to determine all on and off-balance sheet exposures to individual and groups of connected counterparties. The solution has an embedded business rules engine which can be used to define logic for identifying connected counterparties. The solution provides the ability to configure large exposure thresholds by counterparty type and automates the generation of notifications to business users upon crossing over pre-defined thresholds. This solution can also be integrated with the different source systems of a bank to perform dynamic checks on maximum-possible incremental exposures for individual or connected counterparties.

APRA Reporting Forms Covered

ARS 221.0

Fintellix's Large Exposures solution helps non-bank ADIs to determine all on and off-balance sheet exposures to individual and groups of connected counterparties. The solution has an embedded business rules engine which can be used to define logic for identifying connected counterparties, defining eligibility criteria for Credit Risk Mitigation (CRM) Techniques, and for defining rules for excluded exposures. The solution provides the ability to configure large exposure thresholds by counterparty type and automates the generation of notifications to business users upon crossing over pre-defined thresholds. This solution can also be integrated with the different source systems to perform dynamic checks on maximum-possible incremental exposures for individual or connected counterparties.

APRA Reporting Forms Covered

ARS 750.0

Fintellix's DAWR Agricultural Lending solution helps qualifying RFCs to report their lending activity to the agricultural sector by state/ territory. The solution offers pre-configured data taxonomies and business rules which automates the generation of the reporting form.

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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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