{"id":15885,"date":"2021-10-25T14:50:12","date_gmt":"2021-10-25T12:50:12","guid":{"rendered":"http:\/\/szzccmv.cluster031.hosting.ovh.net\/?p=15885"},"modified":"2021-11-08T17:07:19","modified_gmt":"2021-11-08T16:07:19","slug":"case-credit-risk-regulatory-capital-requirements-engine","status":"publish","type":"post","link":"https:\/\/n.world\/en\/case-credit-risk-regulatory-capital-requirements-engine\/","title":{"rendered":"[Case] Credit Risk Regulatory Capital Requirements Engine"},"content":{"rendered":"\t\t
Centralize in a single system the calculation and reporting of capital requirements for credit risk of a Tier I entity, covering all regulatory calculation methods established by the regulations (standard, IRB, slotting).<\/span><\/p> In less than 9 months<\/b>, the results of the engine started to be used in production and legacy systems began to be commissioned.<\/span><\/p>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t The execution of the Projects allows the entity to :<\/span><\/p> Reduction of in-house resource requirements<\/b> as a result of the optimization of calculation criteria, as well as the improvement of the quality of source information.<\/span><\/p><\/li> Drastic reduction in processing times, equipment and number of manual adjustments<\/b>.<\/span><\/p><\/li><\/ul><\/li><\/ul>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t Representative Case Finance & Compliance Credit Risk Regulatory Capital Requirements Engine Development of an assessment to establish the characteristics of the system as a whole and a high-level architecture to guarantee its flexibility. Development and implementation of the system for a set of standard portfolios covering all the cases included in the regulations. Progressive migration … Continue<\/a><\/p>\n","protected":false},"author":3,"featured_media":15817,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"inline_featured_image":false,"footnotes":""},"categories":[2],"tags":[124,132,125],"class_list":["post-15885","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-uncategorized","tag-case-en","tag-finance-compliance-en","tag-markets"],"acf":[],"yoast_head":"\n
<\/span>Covering not only calculation and reporting needs, but also design a flexible and adaptable system to a changing regulatory environment.<\/span><\/p>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\tResults<\/h2>\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t
Do you want to know more about Finance & Compliance?<\/font><\/h2>\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t