AnaCredit

AxiomSL provides all of the data aggregation, validation and reporting functionality needed to comply with the ECB’s AnaCredit requirements.

Banco de España Reporting

AxiomSL provides all of the calculations, templates and reporting functionality needed for disclosures to the Banco de España.

Basel II & III

AxiomSL delivers a sophisticated capital adequacy platform equipped with a state-of-the-art analytical and calculation engine and reporting capabilities that can be deployed efficiently and seamlessly to meet Basel regulatory requirements.

Basel Capital Adequacy Requirements (BCAR)

AxiomSL’s approach provides seamless data integration across multiple business functions on a single platform and enables financial firms to quickly address regulatory changes. These features, coupled with automated validation and reconciliation, provide organizations and regulators with confidence in the accuracy, transparency and control levels of their entire process.

BCBS 239

AxiomSL solution for Risk Data Aggregation, Risk Reporting & Data Lineage.

BOE Statistical Reporting

AxiomSL’s Bank of England statistical reporting solution boasts sophisticated data mapping, validation and drilldown functionality.

Broker Dealers Net Capital Calculations

Solutions for Independent or Commercial and Investment Bank owned Brokerage Firms.

CCAR & DFAST

AxiomSL’s end-to-end solution for Comprehensive Capital Analysis and Review (CCAR) Reporting and Dodd-Frank Act Stress Testing (DFAST) Reporting.

Central Bank of Ireland Reporting

AxiomSL provides all of the calculations, templates and reporting functionality needed for disclosures to the Central Bank of Ireland.

CFO Attestation

AxiomSL’s robust and auditable environment, in line with the CFO attestation principles, provides the controlled framework around data collection, reporting and sign-off.

Common Reporting Standard

AxiomSL’s end-to-end CRS solution includes ongoing support for all reporting schemas, and dashboards for managing the attestation of regulatory reports.

CRD IV: COREP and FINREP

AxiomSL’s solution for COREP and FINREP includes all of the necessary templates and reporting functionality.

CRD IV Capital Calculations

AxiomSL enables financial firms to automate the process of calculating and reporting their capital requirements as part of CRD IV.

CRD IV Large Exposures

AxiomSL automates the process of calculating and reporting on large exposures and concentration risk, as required by CRD IV.

CRD IV Liquidity

AxiomSL’s solution for CRD IV liquidity regulations supports the calculation and reporting of the LCR, NSFR and ALMM.

Credit Risk

AxiomSL’s platform provides near-real time credit exposure pro forma for new deals, and limit compliance covering all asset classes and provides through time and point in time PFE/EPE Gross and Net of Margin and Netting Agreements.

Current Expected Credit Loss (CECL)

Current Expected Credit Loss (CECL) is an accounting rule modification, introduced by the US Financial Accounting Standards Board (FASB), which will require banks to put additional reserves aside for expected—rather than incurred—loan and other credit losses in the case of impairment.

DNB Reporting

AxiomSL provides all of the calculations, templates and reporting functionality needed for disclosures to the DNB on a platform that supports XBRL.

Deutsche Bundesbank (BBK) Reporting

AxiomSL automates regulatory reporting to the Deutsche Bundesbank, including all statistical, credit, liquidity, External Sector and EBA returns.

EMIR Transaction Reporting

AxiomSL’s EMIR transaction reporting solution detects all in-scope trades, produces regulatory reports and submits them to trade repositories.

FATCA

AxiomSL’s solution provides the data aggregation, data quality and reporting functionality market participants need to comply with FATCA and all other taxpayer data exchange regulations, including the global Automatic Exchange of Information (AEI) program and ‘UK FATCA’.


FDSF

AxiomSL’s end-to-end FDSF solution provides all of the data aggregation, impact calculation and submission functionality needed to comply with the PRA’s requirements.

FinfraG Transaction Reporting

AxiomSL’s FinfraG transaction reporting solution detects all in-scope trades, produces regulatory reports and submits them to trade repositories.

Fundamental Review of the Trading Book (FRTB)

AxiomSL’s solution for the fundamental review of the trading book.

IFRS 9

AxiomSL’s IFRS 9 solution addresses key aspects of the requirements, including the classification and measurement of assets.

Interest Rate in the Banking Book (IRRBB)

AxiomSL’s IRRBB solution handles the various components of interest rate risk measurements and ensures that the data, IRRBB treatment and calculation methodologies are consistent with other cash flow generated streams and liquidity risk calculation metrics such as LCR, NSFR and other monitoring tools.

Liquidity Calculations & Reporting

Solution for the Liquidity Regulatory Reporting requirements & monitoring of Liquidity Risk to calculate Liquidity Ratios and perform Stress Testing.

Market Risk

Solution to mitigate Market Risk by utilizing Standard or VaR-based internal pricing models, gap analysis, and stress testing to quantify the most accurate results and provide comprehensive analysis.

MiFID Transaction Reporting

AxiomSL provides all of the data collection, validation and transaction reporting functionality needed to comply with MiFID and MiFID II.

Net Stable Funding Ratio (NSFR)

AxiomSL’s NSFR module is fully integrated within the overarching Liquidity solution suite. The solution handles the various complications of liquidity measurements such as, multiple netting, encumbrance maturity profile, consistency with LCR calculations, derivative transactions and margin requirements as well as balance sheet interdependence.

Regulatory Reporting

Enterprise financial, regulatory and management reporting system which enables an efficient and effective response to all reporting requirements.

Risk Management

Solution for advanced Risk Management calculation of Market Risk, Credit Risk, Operational Risk, and Liquidity Risk.

SA-CCR

AxiomSL’s solution for SA-CCR includes the calculations and functionality needed to compute exposure at default.

Shareholding Disclosures

AxiomSL’s solution provides the rules sets, calculations, templates and reporting functionality needed to remain compliant with shareholding disclosure requirements around the world.

Single Counterparty Credit Risk Limits

The Federal Reserve has re-proposed rules that would establish single-counterparty credit limits for certain U.S. bank holding companies and foreign banking organizations. The SCCL Re-proposal would impose limits on net credit exposures to unaffiliated counterparties.

Solvency II

Complete compliance with Solvency II regulations which allows Insurance Companies to gain competitive advantages by utilizing Risk Management practices.

Smart Cube Reporting

AxiomSL provides the data mapping, transformation and drilldown functionality needed to comply with the OeNB’s Smart Cube reporting requirements in Austria.

Swap Dealer Calculations

Meeting complex regulations while maximizing efficiency and minimizing capital requirements.

Swiss Basel III Capital and Liquidity Calculations

AxiomSL provides all of the calculations and reporting functionality needed to comply with the Swiss interpretation of Basel III.

SNB Statistical Reporting

AxiomSL provides the templates and functionality banks need to report to the Swiss National Bank, including support for its new subject-specific XML schemas.