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:
A data-driven platform, which meets all filing requirements for hedge funds, private equity and other types of funds.
AxiomSL provides all of the data aggregation, validation and reporting functionality needed to comply with the ECB’s AnaCredit requirements.
AxiomSL provides all of the calculations, templates and reporting functionality needed for disclosures to the Banco de España.
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.
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.
AxiomSL solution for Risk Data Aggregation, Risk Reporting & Data Lineage.
AxiomSL’s Bank of England statistical reporting solution boasts sophisticated data mapping, validation and drilldown functionality.
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.
AxiomSL provides full support for COREP on a platform with native XBRL functionality. New taxonomy versions are made available within a month of publication.
AxiomSL offers full support for FINREP on a platform with native XBRL functionality. New taxonomy versions are made available within a month of publication.
AxiomSL’s end-to-end solution for Comprehensive Capital Analysis and Review (CCAR) Reporting and Dodd-Frank Act Stress Testing (DFAST) Reporting.
AxiomSL provides all of the calculations, templates and reporting functionality needed for disclosures to the Central Bank of Ireland.
AxiomSL provides all of the required calculations, report templates and reporting functionality for central bank disclosures around the world.
AxiomSL’s robust and auditable environment, in line with the CFO attestation principles, provides the controlled framework around data collection, reporting and sign-off.
AxiomSL’s end-to-end CRS solution includes ongoing support for all reporting schemas, and dashboards for managing the attestation of regulatory reports.
AxiomSL enables financial firms to automate the process of calculating and reporting their capital requirements as part of CRD IV.
AxiomSL automates the process of calculating and reporting on large exposures and concentration risk, as required by CRD IV.
AxiomSL’s solution for CRD IV liquidity regulations supports the calculation and reporting of the LCR, NSFR and ALMM.
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.
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) 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.
AxiomSL provides all of the calculations, templates and reporting functionality needed for disclosures to the DNB, with a platform that supports XBRL.
AxiomSL automates regulatory reporting to the Deutsche Bundesbank, including all statistical, credit, liquidity, External Sector and EBA returns.
AxiomSL’s EMIR transaction reporting solution detects all in-scope trades, produces regulatory reports and submits them to trade repositories.
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.
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).
AxiomSL’s FinfraG transaction reporting solution detects all in-scope trades, produces regulatory reports and submits them to trade repositories.
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.
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.
AxiomSL’s IFRS 9 solution addresses key aspects of the requirements, including the classification and measurement of assets.
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.
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.
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.
AxiomSL provides all of the data collection, validation and transaction reporting functionality needed to comply with MiFID and MiFID II.
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) are reporting modernization initiatives developed for public 1940 Act mutual funds and exchange-traded funds (ETFs) by the US Securities and Exchange Commissions (SEC).
AxiomSL’s ControllerView (CV) delivers data lineage, risk aggregation, workflow automation, validation and audit functionality and supports disclosures in multiple formats, including XBRL.
Solution for advanced Risk Management calculation of Market Risk, Credit Risk, Operational Risk, and Liquidity Risk.
AxiomSL’s solution for SA-CCR includes the calculations and functionality needed to compute exposure at default.
AxiomSL’s solution provides the rules sets, calculations, templates and reporting functionality needed to remain compliant with shareholding disclosure requirements around the world.
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.
AxiomSL provides the data mapping, transformation and drilldown functionality needed to comply with the OeNB’s Smart Cube reporting requirements in Austria.
Complete compliance with Solvency II regulations which allows Insurance Companies to gain competitive advantages by utilizing Risk Management practices.
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.
AxiomSL provides all of the calculations and reporting functionality needed to comply with the Swiss interpretation of Basel III.
AxiomSL provides the templates and functionality banks need to report to the Swiss National Bank, including support for its new subject-specific XML schemas.
AxiomSL offers a full solution for current and future Trade and Transaction Reporting requirements globally.
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