Basel I, II, and III
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 balance sheet management, 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.
Featured Experts
María Cañamero
Skilled market researcher; growth strategist; successful go-to-market campaign developer
Nicolas Degruson
Works with financial institutions, regulatory experts, business analysts, product managers, and software engineers to drive regulatory solutions across the globe.
Patrycja Oleksza
Applies proficiency and knowledge to regulatory capital and reporting analysis and coordinates business and product strategies in the banking technology area
Related Products
RiskAuthority™
The RiskAuthority application delivers streamlined and automated regulatory compliance for Basel I, II, and III.
Regulatory Reporting Module
Moody's Analytics offers comprehensive, integrated regulatory reporting for Basel I, II, and III, and EBA, CCAR, and DFAST stress testing.
Banking Cloud Credit Risk
Banking Cloud Credit Risk is a cloud-native calculation and reporting engine that helps banks address current and upcoming regulatory capital requirements.
Reporting Studio
Reporting Studio is a cloud native platform for banks to effectively and easily address their various regulatory reporting requirements while reducing their total cost of ownership.
RiskConfidence™
The RiskConfidence ALM system offers integrated enterprise ALM, FTP, liquidity risk management, market risk and VAR, and business and regulatory reporting.
Scenario Analyzer
Scenario Analyzer is a robust and efficient software platform that centralizes and simplifies administration and execution of regulatory stress testing and capital planning.
