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ECAPLeaderTM

Capital - Measured

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ECAPLeader provides integrated view of capital for material risks, using a modelling engine attuned to the credit cycle, such that economic capital rises in good periods and starts to fall relatively in bad periods as losses get realized.

The primary purpose of ECAPLeader is to be used as baseline capital reporting tool for the determination of risk-based capital requirements, Internal Capital Adequacy Application Process (ICAAP), including the Supervisory Review and Evaluation Process.

Core Benefits

  • Help management and boards set and monitor capital subject to pre-agreed risk profile, e.g., AA, BBB, etc.
  • Make decisions based on the organization’s capacity, appetite, and actual risk level
  • Better inform decisions relating to risk-based returns on credit transactions and investments
  • Help management demonstrate to regulators that they are managing capital in a comprehensive way
  • Develop an Economic Capital based yardstick to evaluate Economic Solvency

KEY METRICS

  • Key risk parameters of material risks, e.g., Probability of Default and Loss Given Default, Liquidity-at-risk, Value-at-risk, etc.
  • Enterprise-wide Economic Capital at a pre-agreed risk profile
  • Fit for Internal Capital Adequacy Process compliance

MODULES ORGANIZED AROUND HOW YOU WORK ON REGULATORY COMPLIANCE AND INTERNAL REPORTING

Risk reports

Full coverage across key risk types: Credit and concentration risk, market risk for private equity and real estate investments; liquidity, interest rate and business risks

ICAAP submission workflow

Integrated with ICAAP workflow, including approval process

Management dashboard

Monitor risk appetite and download directly to PPT, Word or Excel for analysis and presentations

Archiving

Sotre and acceess historic regulatory filings and create a single goto source for audit purposes

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