Argus’ Basel 1, 2, & 3 reporting suite helps domestic bank ADIs to comply with all their regulatory reporting requirements related to risk management. The solution runs on a BCBS 239 compliant regulatory reporting data platform which integrates with Risk Management systems of a bank. This is an integrated solution covering reporting requirements across Credit Risk, Market Risk, Operational Risk and Interest Rate Risk.

Coverage of Reporting Standards:

1.Standardised Approach for Counterparty Credit Risk (SA-CCR) (APS 180.0)

Argus’ solution for reporting Counterparty Credit Risk using Standardised Approach (SA-CCR) helps Authorised Deposit-taking Institutions (ADIs) under Standardised or Internal Ratings-based (IRB) approach to comply with APS 180 prudential standards. The solution helps banks to compute and report Default Risk RWE, Trade Exposure RWE, Default Fund RWE to a non-qualifying CCP, CVA risk capital charge, and Default Fund risk capital charge for a QCCP. The solution runs on Argus’ BCBS 239 compliant regulatory reporting data platform which integrates with treasury and risk management systems, to extract the most granular information related to derivative transactions, enabling computation of Replacement Cost (RC) and Potential Future Exposures (PFEs) which are in-turn used for computing Exposure at Default (EAD) for both margined and unmargined transactions. The solution also integrates with Credit Risk Management systems of the bank to compute Risk-weighted Exposures (RWE) for Securities Financing Transactions (SFTs).

2.Capital Adequacy returns

Automates generation of reporting forms related to Capital Adequacy (APS 110) and fair values of assets and liabilities (APF 111).

3.Credit Risk returns

Automates generation of reporting forms related to Standardised Approach (APS 112), Internal Ratings-based Approach (APS 113) and Securitisation (APS 120).

4.Market Risk returns

Automates generation of all Market Risk related tables as specified under APS 116 for both Standard and Internal Model Methods.

5.Operational Risk returns

Automates generation of all Operational Risk related reporting forms for both Basic Approach (APS 114) and Advanced Measurement Approach (APS 115).

6.Interest Rate Risk returns

Automates generation of reporting forms related to both Repricing Analysis and Interest Rate Risk in the Banking Book (IRRBB) (APS 117).

Key features of the product:

  • Edit-check engine to create any number of user-defined inter-report and intra-report validation rules
  • Ability to drill-down from reported fields for tracing errors and mismatches
  • Support for data adjustments to reported fields
  • Data profiler tool to define and validate against configurable data quality thresholds
  • In-built calendar to automate generation of reports at pre-defined frequencies
  • Configurable scaling factor for reporting financial position and performance as per regulatory/ business requirements
  • Support for multiple reporting formats – xlsx, xbrl, pdf etc.
  • Version controller for reporting forms with the ability to archive and access old reports
  • Review Process Flow (RPF) engine to easily create any number of user-defined workflows with any number of approval levels
  • User management tool to create and manage users, roles, and access controls
  • System generated log files for Audit Trail

Argus’ Basel 1, 2, & 3 reporting suite helps foreign subsidiary banks to comply with all their regulatory reporting requirements related to risk management. The solution runs on a BCBS 239 compliant regulatory reporting data platform which integrates with Risk Management systems of a bank. This is an integrated solution covering reporting requirements across Credit Risk, Market Risk, Operational Risk and Interest Rate Risk.

Coverage of Reporting Standards:

Capital Adequacy returns

Automates generation of reporting forms related to Capital Adequacy (APS 110) and fair values of assets and liabilities (APF 111).

Credit Risk returns

Automates generation of reporting forms related to Standardised Approach (APS 112), Internal Ratings-based Approach (APS 113) and Securitisations (APS 120).

Market Risk returns

Automates generation of all Market Risk related tables as specified under APS 116 for both Standard and Internal Model Methods.

Operational Risk returns

Automates generation of all Operational Risk related reporting forms for both Basic Approach (APS 114) and Advanced Measurement Approach (APS 115).

Interest Rate Risk returns

Automates generation of reporting forms related to both Repricing Analysis and Interest Rate Risk in the Banking Book (IRRBB) (APS 117).

Key features of the product:

  • Pre-built inter-report and intra-report validation rules for reconciliation
  • Edit-check engine to create any number of user-defined inter-report and intra-report validation rules
  • Ability to drill-down from reported fields for tracing errors and mismatches
  • Support for data adjustments to reported fields
  • Data profiler tool to define and validate against configurable data quality thresholds
  • In-built calendar to automate generation of reports at pre-defined frequencies
  • Configurable scaling factor for reporting financial position and performance as per regulatory/ business requirements
  • Support for multiple reporting formats – xlsx, xbrl, pdf etc.
  • Version controller for reporting forms with the ability to archive and access old reports
  • Review Process Flow (RPF) engine to easily create any number of user-defined workflows with any number of approval levels
  • User management tool to create and manage users, roles, and access controls
  • System generated log files for Audit Trail

Argus’ Basel 1, 2, & 3 reporting suite helps foreign branch banks to comply with all their regulatory reporting requirements related to risk management. The solution runs on a BCBS 239 compliant regulatory reporting data platform which integrates with Risk Management systems of a bank. This is an integrated solution covering reporting requirements across Credit and Interest Rate risks, but can also be extended to cover reporting requirements for Market and Operational risks.

Coverage of Reporting Standards:

1.Credit Risk returns

Automates generation of reporting forms related to Standardised Approach (APS 112) and Securitisation (APS 120).

2.Interest Rate Risk returns

Automates generation of reporting forms related Repricing Analysis (APS 117).

Key features of the product:

  • Pre-built inter-report and intra-report validation rules for reconciliation
  • Edit-check engine to create any number of user-defined inter-report and intra-report validation rules
  • Ability to drill-down from reported fields for tracing errors and mismatches
  • Support for data adjustments to reported fields
  • Data profiler tool to define and validate against configurable data quality thresholds
  • In-built calendar to automate generation of reports at pre-defined frequencies
  • Configurable scaling factor for reporting financial position and performance as per regulatory/ business requirements
  • Support for multiple reporting formats – xlsx, xbrl, pdf etc.
  • Version controller for reporting forms with the ability to archive and access old reports
  • Review Process Flow (RPF) engine to easily create any number of user-defined workflows with any number of approval levels
  • User management tool to create and manage users, roles, and access controls
  • System generated log files for Audit Trail

Argus’ Basel 1, 2, & 3 reporting suite for non-bank ADIs helps them to generate all their regulatory reporting requirements related to risk management. The solution runs on a BCBS 239 compliant regulatory reporting data platform which integrates with internal Risk Management systems and can also read data from flat files. This is an integrated solution covering reporting requirements across Credit Risk, Operational Risk and Interest Rate Risk, but can also be extended to cover reporting requirements for Market Risk.

Coverage of Reporting Standards:

1.Adjusted Current Exposure Method (APS 180.0)

Argus’ solution for reporting Counterparty Credit Risk using Adjusted Current Exposure Method helps Non-bank Authorised Deposit-taking Institutions (ADIs) to comply with APS 180 prudential standards. The solution helps non-bank ADIs to compute their Current Credit Exposure (CCE) and Potential Future Credit Exposure (PFCE). The solution runs on Argus’ BCBS 239 compliant regulatory reporting data platform which integrates with treasury and risk management systems.

2.Capital Adequacy returns

Automates generation of reporting forms related to Capital Adequacy (APS 110) and fair values of assets and liabilities (APF 111).

3.Credit Risk returns

Automates generation of reporting forms related to Standardised Approach (APS 112) and Securitisation (APS 120).

4.Operational Risk returns

Automates generation of all Operational Risk related reporting forms for Basic Approach (APS 114).

5.Interest Rate Risk returns

Automates generation of reporting forms related to Repricing Analysis (APS 117).

Key features of the product:

  • Pre-built inter-report and intra-report validation rules for reconciliation
  • Edit-check engine to create any number of user-defined inter-report and intra-report validation rules
  • Ability to drill-down from reported fields for tracing errors and mismatches
  • Support for data adjustments to reported fields
  • Data profiler tool to define and validate against configurable data quality thresholds
  • In-built calendar to automate generation of reports at pre-defined frequencies
  • Configurable scaling factor for reporting financial position and performance as per regulatory/ business requirements
  • Support for multiple reporting formats – xlsx, xbrl, pdf etc.
  • Version controller for reporting forms with the ability to archive and access old reports
  • Pre-built process workflows to suit the organization structure
  • User management tool to create and manage users, roles, and access controls
  • System generated log files for Audit Trail
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