Sygnity Capital Adequacy

 

Meet your supervisory requirements in a safe and professional manner

The capital requirements calculator provides full transparency and auditability of the calculation and reporting process.

 

Sygnity Capital Adequacy (SCAD) ensures full transparency and auditability of the calculation and reporting process. It guarantees the banks fulfillment of the requirements of supervisory regulations in a reliable way – safely and professionally.

 

The calculation of capital requirements is controlled on a regular basis by the Polish Financial Supervision Authority. Because of this, full transparency and auditability of the calculation and reporting process need to be maintained. The highest quality, availability and performance are also indispensable, so they must be included in the processes maintained by bank's IT teams.

 

The Capital Adequacy (SCAD) solution we offer responds to these needs. Its greatest advantage is guaranteeing safe compliance with the requirements of supervisory regulations.

 

SCAD enables determination of the business activity scale and calculation of the corresponding capital requirements on account of: credit and credit counterparty's risks, operating risk, currency risk, capital concentration risk, involvement concentration and large involvement risks, special debt instrument price risk, settlement risk, delivery risk, capital security risk, and general interest rate risk. The system's algorithms are adjusted on a current basis to the changing supervisory regulations.

 

The system enables full automation of the requirement determination process, starting from data feed and validation through verification of the business activity scale and calculation of the individual requirements up to full integration with the COREP forms. The user is offered the possibility of introducing corrections, that is, modifying either the individual items of input data or calculation results.

 

Our solution has a uniform data model, covering the individual risk areas. The validation rules imposed in the model feed processes ensure integration of input data and its conherence. 

 

Due to the automated feed, calculation and reporting processes, SCAD can be deployed in the IT processes of each bank. The highest quality and availability of the system to users is guaranteed by the technical assistance provided by our consultants.

 

Thanks to SCAD, risk analysts can conduct simulations (stress-tests) using complete real or hypothetical data. This allows for checking the impact of potential business decisions or economic events on the bank's capital burdens.

 

The system offers also full auditability of its data and of the conducted calculations. This enables verification of the origins of the individual information items, generated both by automatic processes and users of the solution.

 

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