With significantly increased regulatory focus on capital adequacy and short- and long-term solvency for banks, insurance companies and investment firms with own trading books, it is crucial to rethink capital planning and risk measurement. Satisfying regulatory expectations related to capital adequacy requires a move from point-in-time measurement to forward looking risk measurement.
Calculation of Pillar 1 risk-weighted assets for commercial banks. Also see Capital Adequacy
Calculation of Pillar 2 capital needs for commercial banks. Also see Stress Testing
Calculation of K-factors for Class 2 and Class 3 Investment Firms under EU IFR
Calculation of additional Internal Capital in the context of ICARA under EU IFD