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ECAPLeaderTM

Capital - Measured

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ECAPLeader provides an 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 are realized.

The primary purpose of ECAPLeader is to be used as a baseline capital reporting tool for the determination of risk-based capital requirements, and for the 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 informed decisions relating to risk-based returns on credit transactions and investments.
  • Helps management demonstrate to regulators that they are comprehensively managing capital.
  • 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.
  • Suitable 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, the 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

Store and access historic regulatory filings and create a single go-to source for audit purposes.

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