overview

Basel III imposes stricter standards as compared to existing Basel II capital adequacy requirements in order to create greater resilience at individual bank level and reduce systemic risk. For banks, this implies a new method of calculation of capital in a timely and effective manner.

Surya offers Capital Adequacy and Risk Evaluation (CARE), a regulatory risk management solution that provides banks with a flexible framework that can be used to progressively adopt to capital adequacy regulations (Basel II and Basel III) as banks progresses and systems evolve and mature. CARE uses a rule engine framework to ensure that changes have localized impact on one type of claims class rather than the entire system, hence reducing computational risks. Stress test module helps to calculate RWA and capital requirements at various stress levels.

features at a glance

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    Capital measurement

    Includes capital adequacy, minimum and required equity and capital with conservation buffers

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    concentration risk

    provides concentration risk and large exposure analysis

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    Incremental Maturity Model (IMM) framework

    Uses an IMM framework to analyze and measure risk at three levels of maturity

CARE HELPS BANKS TO

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    Fully comply with Basel II and Basel III standards across multiple jurisdictions

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    Understand current operational systems relative to risk and regulatory requirements

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    Meet reporting needs specific to the bank’s changing business and regulatory needs, using adaptable rules engines

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    Implement rule engines that calculate economic capital and regulatory capital

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    Reduce implementation time and total cost of ownership

CASE STUDIES

Implementation of CARE and CallRpt at FDH Bank, Malawi

October 8, 2015

First Discount House (FDH) is a fully owned subsidiary of FDH Financial Holdings Limited and was licensed as a discount house by the Reserve Bank of Malawi on 20 July 2001. Operational since April 2002, the bank has grown into one of the strongest an…

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