Our Solutions

AxiomSL’s fully integrated reporting and risk solutions provide complete control over every step of the regulatory reporting process, from data sourcing (mapping, analysis, consolidations and reconciliation) to workflow management (streamline review and approval process) to reporting templates with edit checks and results validation, to electronic submission including XBRL on one Strategic Platform. AxiomSL’s solutions perform the necessary enrichments, aggregation, and consolidation of data across a range of reports and provide flexibility to leverage these datasets for various reporting and audit requirements.

A-Z Solution List


AIFMD

A data-driven platform, which meets all filing requirements for hedge funds, private equity and other types of funds.

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

AxiomSL’s comprehensive platform enables broker-dealers to source, calculate, analyze, enrich, reconcile, consolidate and submit data to meet multiple reporting requirements including US Treasury reporting, Positions and Transaction reporting, Broker Dealer Capital Adequacy and more.

Capital Requirements Directive IV (CRD IV) Common Reporting (COREP)

AxiomSL provides full support for COREP on a platform with native XBRL functionality. New taxonomy versions are made available within a month of publication.

Capital Requirements Directive IV (CRD IV) Financial Reporting (FINREP)

AxiomSL offers full support for FINREP on a platform with native XBRL functionality. New taxonomy versions are made available within a month of publication.

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.

Central Bank Reporting

AxiomSL provides all of the required calculations, report templates and reporting functionality for central bank disclosures around the world.

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 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.

Credit Valuation Adjustment (CVA) Sensitivities

As banks aggregate and roll CVA charges up across a portfolio, they are forced to cope with multiple netting agreements and different counterparty identifiers across countries. They also must pay close attention to differences in calculation, clearing costs, and reporting requirements.

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, with 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 data management framework creates a centralized client data repository to enrich clients’ data records, monitor internal data procedures, streamline controls & processes and provides the foundations for preparing for future regulations. This integrated solution addresses the CRS/FATCA requirements in the area of traceability and tax administration and filing.


FDSF

AxiomSL’s end-to-end Firm Data Submission Framework (FDSF) solution provides all of the data aggregation, impact calculation, report reconciliation and submission functionality needed to comply with the stress testing requirements mandated by the UK’s Prudential Regulation Authority (PRA).

FinfraG Transaction Reporting

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

FORM CPO-PQR

AxiomSL’s data driven platform identifies, captures, and integrates information from various administrators and internal sources to prepare the CPO-PQR regulatory filing, while enforcing controls to manage compliance risk.

FORM PF

AxiomSL delivers a data-driven platform, which meets all filing requirements for Private Funds, Large Hedge Funds and Large Private Equity & Liquidity Funds in addressing all the steps of Form PF.

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

The AxiomSL’s platform for Liquidity Risk Management and Regulatory Reporting delivers the flexibility to comply with industry regulations and provides the scalability to meet multiple regulatory reporting requirements with greater speed and accuracy while ensuring full transparency and control.

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.

N-PORT (Portfolio) and N-CEN (Census)

N-PORT (Portfolio) and N-CEN (Census) are reporting modernization initiatives developed for public 1940 Act mutual funds and exchange-traded funds (ETFs) by the US Securities and Exchange Commissions (SEC).

Regulatory Reporting

AxiomSL’s ControllerView (CV) delivers data lineage, risk aggregation, workflow automation, validation and audit functionality and supports disclosures in multiple formats, including XBRL.

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.

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.

Solvency II

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

Swap Dealer Capital Calculations

AxiomSL’s comprehensive Dodd Frank solution enables SDs, SBSDs, MSPs and MSBSP to source, calculate, analyze, enrich, reconcile, consolidate and submit data to meet regulatory requirements.

Swiss Basel III Cap./Liq. Calc.

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.

Trade and Transaction Reporting

AxiomSL offers a full solution for current and future Trade and Transaction Reporting requirements globally.

Awards


 
Asian Banker Award – Risk Management Awards 2016
Waters Rankings – Best Reporting System Provider
Waters Rankings – Best Reporting System Provider
American Financial Technology Awards
RiskTech 100 2014 Category Winner Customer Satisfaction