The SunGard Basel II Capital Manager

Advanced Analytics for Managing Economic and Regulatory Capital

SunGard Basel II Capital Manager provides sophisticated modelling and analysis capabilities to help financial institutions develop comprehensive and risk-sensitive approaches for managing regulatory and economic capital and understanding credit risk.

With SunGard's powerful Basel II Data Manager, the solution facilitates modelling across a variety of assets structures for retail and wholesale banking books and, for comparison, across all allowable approaches under Basel II.  SunGard Basel II Capital Manager offers complete data transparency, the ability to easily change complex calculations, flexible and distributed reporting, ad-hoc stress testing and multi-dimensional 'what if' analysis. In order to comply with the Basel II Accord, financial firms must be able to identify, generate, track and report on risk-related data.  Basel II Capital Manager supports regulatory compliance in a state-of-the-art technological environment.

In addition to handling the full range of approaches to complying with regulatory credit risk, the Basel II Capital Manager can also provide operational risk  analysis, supporting the calculation of AMA capital requirements, as well as quantitative, stochastic 'OpV@R' analysis.

Vendor Site:- Sungard