RiskGuard

RiskGuard* 3.2 is a software solution for risk management, enabling Basel III Pillar 1 and 2 calculations, as well as fulfilling regulatory and financial reporting standards. In addition to offering streamlined calculation of key indicators, the solution includes compliance reporting based on localizable COREP templates.  Powerful routines used in calculations are optimized for working with large banking and trading books. Calculations are typically done on premise, on a server infrastructure on the larger client infrastructure. The user can access the results via a graphic interface, as well generate required reports. 

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Our data model has been designed to enable full automatization of required calculations. No manual data entry would be required following implementation. We can, on request, customize data entry.

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The solution is developed in a multi-layered architecture.  Its basic components are:

• RiskGuard* 3.2 DataMart

• RiskGuard* 3.2 Core – calculation engine

• Graphical user interface, authentication and security layer

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The solution is fully modular. In addition to a core license pack, our clients typically include one or more of the following modules:

• CR Module (Credit Risk, Concentration Risk, Counterparty Risk)

• MR Module (Market Risk, with or without TB)

• LCR Module

• NSFR Module

• OR Module

• ICAAP Assist Module

• ILAAP Assist Module

• IRRBB Module

• ALM Module

• Market Portfolio Management Module

• Regulatory Reporting Module (EBA, local)

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Regulatory reporting is fully automated, and fully compliant with Basel III framework, and it can be calibrated locally where allowed. We enable COREP reporting for Pillar 1 risks, such as credit, concentration, counterparty, liquidity, market (with or without trading book), in xlsx and xml formats

• Pillar 2 risks, what-if and stress test reports, for various capital add-ons

• Various ALM-related reports, such as term and currency structure of cash flows

• Customized reports for internal, regulatory or consolidated reporting

• All interim calculations are being saved for audit purposes

Our RiskGuard* and Select-9* solutions share our HyperStudio* user interface, with the following features:

• Multi-lingual interface

• Multi-user access with flexible user roles and permissions

• Agile software support

• Fully automated data validation

• Fully automated calculations

• Analytics, custom and regulatory reporting generation

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