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Moody's Analytics Simplified Supervisory Formula Approach (SSFA) solution delivers advanced technology for calculating capital adequacy. It helps banks instantly manage data and perform tedious calculations to determine their capital charges in compliance with the Basel III regulation.

Using Moody's Analytics advanced web and data visualization solutions, you can instantly:

  • Obtain your SSFA and risk-weighted asset (RWA) capital charges, complete with SSFA summary, weighted-average risk, ratio of exposures, and attachment/detachment point (AP/DP) components.
  • View the breakdown of each SSFA variable using our interactive chart.
  • Forecast your SSFA calculation under varying economic scenarios.
  • See future portfolio impacts and learn what portion of your portfolio contributes most to your SSFA calculations when trading bonds.
  • Determine the deterioration level before reaching the target capital charge.
  • Gain extensive coverage across securitized products

    Our solution covers all structured asset classes. Current, as well as historical data, is tracked within the solution for advanced analytics, including comparison, time series analysis, and reporting.

    Benefit from expert SSFA advice and support

    Moody's Analytics has deep expertise in SSFA calculation and provides advisory services to help clients apply the SSFA calculation. Our experts can provide the guidance to identify relevant exposures and provide comprehensive documentation and support for communicating with regulators.

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