Highlights

Provides credit, market and operational risk measurement in accordance with Basel II guidelines

Basic, standard and internal calculation options are pre-built and delivered in an advanced data warehouse based framework for consistency, accuracy and extensibility

Allows the true integration of risk measurement systems beyond capital adequacy computation

Provides a complete and transparent audit trail for supervisory review

Includes a complete reporting set to meet the most stringent disclosure requirements

Moves beyond meeting Basel II norms to truly helping banks understand, monitor and manage their credit risk exposure

Accelerate Basel II Compliance Efforts

The Reveleus Basel II Solution delivers unprecedented customer value by enabling financial institutions to accelerate their Basel II compliance initiatives. Using Reveleus, banks can rapidly deploy calculations for capital adequacy, helping reduce the cost and complexity of Basel II compliance. The open, prebuilt solution ensures greater readiness and easier deployment and manageability of the complex rules underlying the Basel accord.

Confidently Manage Home-Host Issues

Internationally active banks must address widely varying supervisory demands from regulators in home and host countries. Reveleus’ flexible solution enables banks to configure differing rules for consolidated calculations in the Head office and different rules for entities operating in other countries as per local supervisory guidelines.

Concurrently Compute Capital Using Multiple Approaches

The Reveleus Basel II Solution provides a generic framework to implement multiple approaches – Standardized, FIRB and AIRB for Credit Risk or Basic Indicator, Standardized and AMA for Operational Risk, simultaneously configuring them as different 'Runs' within the Reveleus Basel II Rules Framework. Using Reveleus, a bank can easily configure multiple Runs, measure the impact of the capital computations under different also supports all alternative optionalities relating to collaterals, netting rules and risk weights for equity exposures and securitizations.

Work with a Comprehensive Solution

The Reveleus Basel II Solution includes capital computations for Credit, Market and Operational Risk. The solution integrates Market Risk Capital requirements as a result of foreign exchange and money market trading operations and computes the capital coverage for Operational Risk using any of the three prescribed approaches. All the necessary credit concentration risk reporting for Pillar II and the quantitative and qualitative disclosure requirements for Pillar III are combined with the total capital reporting for Pillar I.

Vendor Site:- Reveleus