EXL Basel 4 Calculator

EXL’s offerings aim to enhance risk analytics and data management for regulatory compliance and effective risk assessment. The Basel 4/3.1 Calculator by EXL converts over 300 capital rules into live implementation, offering mapping for each regulation and flexibility for future directives, covering Standardised, F-IRB, and A-IRB approaches. The Analysis Module includes RWA impact analysis, stress testing, risk concentration analysis, and output floor analysis, providing insights into RWA changes across asset classes and model parameters. EXL’s Basel 4 Calculator Infographic aids regulatory compliance through dedicated modules on data modeling, RWA calculation, reporting, and stress-testing. The Data Modeling and Governance module supports banks in Basel compliance by offering ready-to-use data models, governance through BCBS 239, and data quality checks. The Reporting Module automates Basel and CRD regulatory reports with robust data integration and visualization capabilities. The module also evaluates risk concentration and output floor analysis, comparing IRB RWA values with different output floor levels. Additionally, the calculator assists in managing intricate computations and performing in-depth analysis, aligning with upcoming Basel 4/3.1 regulations by 2025.