Optimize regulatory capital requirement with D&B CCE
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D&B CCE is a product designed to calculate the regulatory capital that a bank is required to keep under the norms prescribed by Basel II Accord. The product is built on a configurable rule engine which allows the users to mirror the changes in the regulatory environment onto the product. The engine supports computation of capital under:
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Standardized Approach for Credit Risk
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Internal Ratings-based Approach for Credit Risk
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Standardized Approach for Market Risk
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Basic Indicator Approach for Operational Risk
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Standardized Approach for Operational Risk
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Apart from computation of capital under different approaches, D&B CCE also helps banks to generate capital calculation related reports as per Pillar II (Supervisory Reviews) and Pillar III (Market Discipline) requirements in an integrated and comprehensive manner.
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Functional Overview
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- Salient Features
- Benefits
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Follows a modular approach enabling banks to calculate capital requirement under various approaches as suggested by the Basel Accord.
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Allows a user to configure, modify and delete the Capital Computation rules as required through a user-friendly interface
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Offers a set of pre-canned reports to address complex reporting requirements suggested by supervisors. |
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Facilitates supervisory review under Pillar II of Basel Accord. The product allows for the review of the rules involved in the calculation process along with the sequence in which they were invoked.
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Optimizes allocation of mitigants shared across exposures thus enabling banks to take maximum advantage of mitigants in form of reduced requirement of capital.
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Allows formulation of scenarios with multiple variables to help in capital planning and stress testing of banks' capital. |
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Provides comprehensive user management, simultaneously ensuring strict control over assignment of rights.
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Banks can benefit from having all approaches under one umbrella and can compare capital requirement under various approaches. |
| Reporting ability that can be integrated with any reporting tool. |
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All rules in CCE are written in a business-user friendly language so that supervisors and users can understand the logic embedded into each of the rules.
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Provides in-built module for acquisition of data, transformation, mapping and syndication; enabling streamlining of the data required for the Capital Computation process.
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Scalable product framework allowing the users to configure rules to take care of changing regulations.
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