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Risk Weight Calculation

Risk Weight Calculation

Basel III is an international regulatory accord that introduced a set of reforms designed to improve the regulation, supervision and risk management within the Banking sector. As per the Central Bank (RBI), BASEL II & BASEL III Risk Weight Calculation is recognized as a mandatory addition for to Banking Quantification software.

Overview ADF
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Reserve Bank of India (Central Bank) has implemented the Basel II standardized norms on 31 March 2009 and is moving to internal ratings in credit and AMA (Advanced Measurement Approach) norms for operational risks in Banks. BASEL III has been mandated for certain financial institutions since March 2019.

To suit the requirement of a systematic presentation D2K has designed & developed proprietary report formats to serve the objective of compilation and verification of data. The verification reports and worksheets help auditors/inspectors and Bank officials in ascertaining the RWA (Risk-Weighted Assets) at various levels and in internalizing the guidelines in the work process.

Basel II/III aims to encourage the use of modern risk management techniques; and to encourage Banks to ensure that their risk management capabilities are commensurate with the risks of their business.

Features of CRisMac BASEL II/III

Our solution provides generation of master summary, outstanding of exposure with total advances thereby giving the first level of comfort to the officials/auditors. The master summary is supported by category wise list reports total of which will agree with the total report under each category. Further, menu driven verification reports for funded standard / NPA, Non-funded, undrawn (Off balance sheet items) is also provided in the solution.

Features ADF

Key Differentiators of CRisMac BASEL II/III

A comprehensive Assessment of Risks is adequately addressed –

  • The suggested comprehensive database can be leveraged for many other management decisions.

  • Issues are parameterized to take care of future changes in guidelines.

  • The interface works as a Management tool in future projection of business vis-a-vis Capital requirement across the board.

  • The software is designed to address the issue from a Standardized Approach.

  • Computation of Tier I and Tier II Capital is scientifically arranged.

  • BASEL II & III Risk Weight Calculation - The module does Risk computations based on external credit ratings and RBI-defined Risk weight factors after taking into consideration of CRM (Credit Risk Mitigation) Securities.

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Differentiators ADF

CRisMac Range of Credit Monitoring Solutions

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