Basel II Case Studies

Leading Asian bank – Basel II compliance solution
One of the largest Asian banks chose Moody’s Analytics’ CAD, RRT and Datamart for a Risk Weighted Assets (RWA) and Reporting solution for Basel II compliance. The comprehensiveness and flexibility of Moody’s Analytics’ solution, as well as a multinational regulatory compliance solution, were key factors in the decision making process.

Leading Western Bank – Basel II compliance solution
This Tier 1 bank ‘s challenge was to ensure that ratings would be calculated consistently across its global portfolio. The bank needed to redevelop a large number of models for its extensive global SME portfolios with sufficient transparency for the Advanced Internal Ratings Based approach to Basel II. Moody’s Analytics’ combined solution of RiskCalc and RiskAnalyst was selected to build a robust solution that can also be used to for regulatory and economic capital purposes.

 Regional North American bank – end to end Basel II and risk management best practices solution
This regional bank needed a complete Basel II compliant risk rating system including PD and LGD scorecards, a single risk data warehouse, regulatory capital calculation and reporting as well as risk concentration exposure analysis and benchmarking for economic capital. They needed to report to over 15 different regulators. Moody’s Analytics provided a complete enterprise risk solutions system. “We feel great about our rating platform and all the capabilities” Vice President and Senior Project Manager for this banks’ Basel II programme.