Risk and Capital Management a Trisigma Analytica solution
Credit, market and operational risk in one view, capital allocation and limits.
Risk and Capital Management
The solution brings credit, market and operational risk into one view and shows how much capital each of them requires. The risk function sets risk appetite and limits, runs stress tests and sees the capital headroom under different scenarios.
What the solution covers
Risk map
A register of material risks, their assessment and owners.
Capital adequacy
Ratios and capital requirements by risk type at the reporting date and in the forecast.
Stress tests
Macro scenarios and their effect on losses, capital and liquidity.
Risk appetite and limits
Indicators, thresholds and monitoring of compliance.
Capital allocation
Capital by unit and product, and risk-adjusted return.
Board reporting
A regular risk report: risk profile, limits, concentrations and trends.
- Risk management functions
- The management board and the supervisory board
- Chief financial officers
- Banks and insurers
- The board sees every material risk in one report.
- Capital headroom is known for every scenario.
- A limit breach is seen at once, not at quarter end.
- A stress test requested by the regulator is assembled from data that is already there.
Related solutions
IFRS 9
Expected credit loss (ECL) calculation: impairment stages, PD, LGD and EAD models, macro scenarios and reporting disclosures.
details →ALM
Liquidity gaps, interest-rate and currency risk, net interest income and scenario analysis of the balance sheet.
details →Financial and Regulatory Reporting
Automated management, financial and regulatory reporting from a single data source.
details →Common questions
How does work start?
With a free 30-minute call with a solution architect. We go through the problem and suggest where to start. If it needs a closer look, we propose a 2–4 week diagnostic.
Which countries do you work in?
Our office is in Bishkek. We work with companies across Central Asia, on site and remotely.
What language are documentation and training in?
Russian and English. Methodology, manuals and reports are written in the language that suits your team, auditors and shareholders.
Do you sign an NDA?
Yes, before you share any data or documents with us.