At Rule Financial we’re engaged in a growing number of projects related to Basel II and regulatory capital reduction. Through such close involvement we’ve become uniquely familiar with this specialist domain; experience which has allowed us to identify a number of common themes:-

• We see a trend towards daily instead of monthly RWA reporting, substantially reducing the capital buffer required.

• Collateral management is becoming more sophisticated, enabling cross-asset margining, rehypothecation and follow-the-sun collateral pooling.

• Poor data is universal. You think you’ve got problems? We see it everywhere.

• Worse, some banks are treating AIRB as an IT-driven initiative. In our view this approach has serious drawbacks.

Most banks operate a one-year investment budget cycle, making it very hard to plan a strategic end-state for multi-year delivery. Rule has developed approaches to overcome this issue with a range of integrated consultancy services designed to help you implement Basel II AIRB and actively reduce your regulatory capital requirement. We can provide…

• A business operating model design to align people, process and technology in the post AIRB world

• The re-engineering of collateral management, credit and market risk business processes and workflow

• New architecture design: enterprise, application and technical

• Software development of applications such as RWA, risk workflow, and risk portal

• Data integration, streamlining and interfacing

• Long term applications support to free your staff to focus on change projects

CLICK HERE TO READ MORE ABOUT HOW
RULE FINANCIAL CAN HELP LOWER YOUR BANK’S MANDATORY CAPITAL REQUIREMENT

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