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.
- 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 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
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
Monitor risk appetite and download directly to PPT, Word or Excel for analysis and presentations
Sotre and acceess historic regulatory filings and create a single goto source for audit purposes