Canadian Basel Capital Solution for BCAR and Related Risk Reporting

Delivers automated OSFI-required Basel-driven capital calculations and reporting for BCAR, Pillar 3, Leverage Ratio Reporting (LRR), Large Exposure, and New Credit Risk.

Overview


Device Frame
Complex Data and Calculations

Implementing the Government of Canada’s Office of Supervision of Financial Institutions’ (OSFI) ever changing landscape of Basel Capital Adequacy Reporting (BCAR) requirements correctly can be very time consuming and challenging.


Completing BCAR calculations requires accessing multiple data sources along with calculating complex calculations and business rules.

Questions to Consider

  • Are we calculating the most optimal capital (e.g., mitigations, modelling instruments, exposure level calculations)?
  • Do we have complete, relevant, and accurate risk data to calculate BCAR’s required RWA, capital deductions, or ratios?
  • Are we in full compliance with OSFI’s BCAR requirements?

  • Are we able to generate BCAR reports promptly to distribute to relevant professionals in our organization as well as to OSFI?
  • Are we able to establish the lineage of our data?
  • Can we access our data in a consistently timely manner?

Solution

Data Integrity & Control

AxiomSL’s Basel Capital solution running on ControllerView empowers Federally Regulated Financial Institutions (FRFIs) to satisfy Basel requirements for timely reporting.

Capabilities

  • Delivers a sophisticated BCAR solution powered by the CapitalView data dictionary edition for Canada, and state-of-the-art analytical engine and reporting capabilities
  • Accurately processes required information enabling BCAR validation and reporting within tight timelines
  • Enables scenario analysis and stress tests
  • Capacitates disaggregation to drill down into granular data
  • Validates data for risk and regulatory reports

  • Allows risk data aggregation with detailed views by any grouping criteria
  • Operates efficiently and seamlessly on AxiomSL’s data integrity and control platform
  • Easily ingests data in native format from across the FRFI’s existing data architecture
  • Facilitates multi-level sign-off with alerts
  • Provides pre-submission report review

Device Frame

Canadian Basel Capital Solution Overview

End-to-end data management, process, and calculation solution for OSFI BCAR and other Canadian Basel capital reporting.

End-to-end data management, process, and calculation solution for OSFI BCAR and other Canadian Basel capital reporting.

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Learn more about AxiomSL’s Canadian Basel Capital solution

Benefits

Interfaces non-disruptively with FRFI’s systems and processes

Implements flexible, auditable, performance-driven high-volume data

Provides a secure, controlled, and permissioned environment

Enables clients to comply with Basel regulatory requirements as implemented in Canada and other jurisdictions

Empowers FRFIs to improve risk management and data governance and strengthen transparency and disclosures with AxiomSL’s cost-effective and high-performance strategic platform that delivers required processes, calculations and controls

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