
SA-CCR - Standard Approach for Measuring Counterparty Credit Risk Exposures solution
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Survey Summary
The Survey Summary provides a download of the vendor profile, solution profile and the VendorMatch Discovery survey vendor responses used to power the directory. All responses are provided by the vendor online.
Note that this report is a high level summary of the vendor's credentials and a solution's capabilities designed to assist with solution short-listing. The RFX report is the more comprehensive Request For Information report designed to support evaluation and selection, this will only show where the vendor has completed the "RFX" RFI.
HOW TO SUBSCRIBE
To protect vendor data only financial institutions and recognized advisors can subscribe to VendorMatch Premium. Please click here for more information on Premium features or contact us.
RFX Report
The RFX report is an XLS download of the Vendors response to the “RFX” Request for Information for this solution.
The RFX is a centralized golden copy of a RFI authored by our analysts based on their expertise in running real-life system evaluation and selection projects and completed by the vendor online.
Note to protect vendor that only Financial Institutions and recognized Advisor can subscribe to this feature.
In each instance the first time the link is used the user requests permission to access the RFX report and it is the vendor who is required to authorizes access. You will be alerted when the vendor has reviewed your request and granted permission.
HOW TO SUBSCRIBE
Please click here for more information on Premium features or contact us.
To learn more about subscribing to our service options, please contact us here
This feature is upgradeable
For End Users
You can activate this feature and other links for ALL VENDORS with a VendorMatch Premium subscription. Additionally you can gain access to an increased depth of data, summary reports, RFX reports (detailed completed RFIs - available to financial institutions only) and comparison grids. Please click here for more information.
For Vendors
Vendors can activate their links and gain access to analytics by upgrading to VendorMatch PRO. Please click here for more information.
Speak with an analyst
Financial institutions and their advisors can subscribe to our Analyst Access* service. Effectively phone or (email) a friend you can have on tap advice and support provided by our analysts on this vendor, solution or solution category.
HOW TO SUBSCRIBE
To protect vendor data only financial institutions and recognized advisors can subscribe to VendorMatch Premium. Please click here for more information.
or contact us to discuss a subscription.
Subject to reasonable use.
Survey Summary
The Survey Summary provides a download of the vendor profile, solution profile and the VendorMatch Discovery survey vendor responses used to power the directory. All responses are provided by the vendor online.
Note that this report is a high level summary of the vendor's credentials and a solution's capabilities designed to assist with solution short-listing. The RFX report is the more comprehensive Request For Information report designed to support evaluation and selection, this will only show where the vendor has completed the "RFX" RFI.
HOW TO SUBSCRIBE
To protect vendor data only financial institutions and recognized advisors can subscribe to VendorMatch Premium. Please click here for more information on Premium features or contact us.
RFX Report
The RFX report is an XLS download of the Vendors response to the “RFX” Request for Information for this solution.
The RFX is a centralized golden copy of a RFI authored by our analysts based on their expertise in running real-life system evaluation and selection projects and completed by the vendor online.
Note to protect vendor that only Financial Institutions and recognized Advisor can subscribe to this feature.
In each instance the first time the link is used the user requests permission to access the RFX report and it is the vendor who is required to authorizes access. You will be alerted when the vendor has reviewed your request and granted permission.
HOW TO SUBSCRIBE
Please click here for more information on Premium features or contact us.
To learn more about subscribing to our service options, please contact us here
Overview
AxiomSL’s solution for the Standardized Approach for Measuring Counterparty Credit Risk Exposures (SA-CCR) includes the functionality and new calculations needed to compute exposure at default (EAD) and provides full support for impact analysis. AxiomSL’s ‘one platform’ model means the same system can be used for all other regulatory calculation and reporting requirements, including the other Basel capital calculations. This greatly reduces the cost and complexity of compliance. AxiomSL’s solution aggregates and normalizes all of the data required for SA-CCR from the disparate sources in which it is maintained. Data can be loaded on to the solution in any format without the need for data conversion. It is then used to run the add-on, PFE and RC calculations and to produce the EAD.
When the calculations have been completed, users can review the results, check whether they are as expected and do trend analysis. If necessary, they can adjust their input data. The calculation results can be used as inputs for other Basel capital calculations. When mandated in the European Union (EU), it will also be possible to automatically feed the SA-CCR results into Common Reporting (COREP) templates using the appropriate XBRL taxonomy.
AxiomSL’s solution provides full support for impact analysis, including the ability for banks to do parallel running of their incumbent calculations and the new SA-CCR calculations. This allows them to understand how they will be affected by SA-CCR and ensures they can migrate smoothly to the new calculations when SA-CCR comes into force. Due to its high-performance capabilities, AxiomSL’s solution can process large volumes of data rapidly. This will allow banks to execute their SA-CCR calculations each day to ensure they are within their capital limits and to circulate the relevant information to different internal groups. The solution offers unparalleled transparency. Users have the ability to drill down from their final SA-CCR figures to their source data and can see how the data has been transformed at each stage in the calculation process. This gives users confidence in the accuracy of the results and enables them to respond to queries from regulators.
AxiomSL continually monitors changes to the SA-CCR calculations and provides updates when they are amended. These regulatory update releases are separated from software releases, allowing firms to upgrade quickly without undertaking regression testing.
The SA-CCR solution is built on the same platform as all of AxiomSL’s other offerings. This gives banks a unique opportunity to reduce cost and complexity by using a single platform to meet all of their regulatory calculation and reporting requirements, including other Basel capital calculations such as the Fundamental Review of the Trading Book (FRTB) and Interest Rate Risk in the Banking Book (IRRBB).
Key Benefits
- A single platform that can be used for all regulatory calculation and reporting requirements globally, including SA-CCR, the FRTB and IRRBB
- Full support for impact analysis, including parallel running of calculations
- The ability to load data in any format without conversion
- Aggregation of disparate data
- Provision of mandatory calculations, including new add-on, PFE and RC calculations
- Unrivalled transparency, including drilldown from outputs to source data
- Automation of the entire calculation process
- A high-performance calculation engine