Our award-winning Basel I, II, and III solution delivers comprehensive, automated, and streamlined regulatory capital compliance and reporting. It leverages regulatory capital calculation ratios embedded in the application to fully reflect the complexity of the Basel framework.
This solution leverages Moody's Analytics data management platform to deliver accurate, streamlined, and automated regulatory capital calculations and consolidate key regulatory capital data. Utilizing embedded formulas, it performs regulatory capital calculations for Basel I, II, and III, covering credit risk, market risk, concentration risk, liquidity risk and operational risk. It also produces the liquidity coverage ratio (LCR) and the net stable funding ratio (NSFR). The calculation templates are fully maintained, so as the regulations change, managers can be confident they remain compliant.
The solution covers over 50 regulators, and it can be used in conjunction with Moody's Analytics solutions for IFRS 9 and stress testing, providing comprehensive regulatory compliance for banks. However complex your business, this solution allows you to be confident that your regulatory requirements can be met.
Leverage the value of granularity
This solution leverages Moody's Analytics data management platform to capture granular transaction-based data. Applying the complex Basel rules at this level maximizes the allowances and buffers that banks can apply to their regulatory capital. Optimize capital allocation, reduce overall cost of capital, and meet strategic objectives using Moody's Analytics Basel I, II, and III Solution.
Automate, Streamline, and Secure
This Moody's Analytics solution delivers automated and streamlined regulatory capital calculations for a wide range of regulatory regimes. By leveraging calculation templates that codify the regulations, the solution's automation reduces the complexity of calculating results and submitting regulatory reports for Basel I, II, and III. Powerful audit and security tools ensure total control over who has access to critical data, while maintaining data integrity.
Managing Director, Product Management
Based in Paris and working on Moody’s Analytics enterprise risk solutions business, Pierre-Etienne is responsible for developing and supporting the software regulatory products line. He has a significant risk management background, specializing in credit risk, and is a regulatory expert on Basel I, II, and III.
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