BIS Capital Requirements Management System

BIS Capital Requirements Management System

System Features:

  1. Short system implementation period of 1-3 months.
  2. Fast calculation speed, with approximately 1,484 assets calculated in about 30 seconds.
  3. Daily market data maintenance and real-time updates of BIS capital provisioning system based on official regulations.
  4. Automatic upload scheduling can be set through a user interface with permission management, reducing time spent on data aggregation and upload.
  5. Independent control and inspection of asset position details by department, with non-asset departments unable to view asset position details.
  6. Generates Excel, PDF, and media files as required by official regulations.
  7. Advanced analysis and management features to monitor daily capital adequacy ratios, changes in risk-weighted assets for departments or individual assets, and assess the impact of future asset purchases on capital adequacy ratios using sensitivity analysis and scenario analysis.

Permission Control Explanation:

Users can set up their accounts based on functional requirements, as follows:

The information or risk department manages account permissionsRisk management department general permissionsEach department can create, delete, and manage accounts
The system allows users to create, delete, and manage accounts. Users can assign asset inspection accounts to different departments. They can also set automatic upload times for data and file uploads.The system allows users to upload files and view upload records manually. Users can also view the asset position details of different departments. They can initiate calculations, download reports, assign asset inspection accounts to various departments, and set automatic upload times.Users can only view the asset position details of their respective departments.

Risk and Asset Provisioning Scope:

Own Capital and Deducted Capital:

  • Tier 1 Capital, Tier 2 Capital, Tier 3 Capital, Deducted Assets, Qualified Capital Instruments for Financial Related Businesses

Market Risk:

  1. Interest Rate Risk: General market risk (maturity approach), general market risk (duration approach), specific risk
  2. Equity Risk: General market risk, specific risk
  3. Foreign Exchange Risk: Foreign currency assets on the balance sheet, forward positions, foreign exchange options Delta positions, gold positions
  4. Options Risk: Simple approach, Delta-plus approach

Credit Risk:

  • Repurchase transactions, credit transaction account receivables (comprehensive calculation method), over-the-counter (OTC) derivative products, general counterparty risk for entrusted trading (comprehensive calculation method), general on-balance-sheet transactions

Operational Risk:

  • Basic Indicator Approach, Standardized Approach