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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.
Solutions for Independent or Commercial and Investment Bank owned Brokerage Firms.
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’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 provides full support for Common Reporting (COREP) on a platform that includes native XBRL functionality.
AxiomSL provides full support for Financial Reporting (FINREP) on a platform that includes native XBRL functionality.
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.
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 on 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 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’.
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.
AxiomSL’s FinfraG transaction reporting solution detects all in-scope trades, produces regulatory reports and submits them to trade repositories.
AxiomSL’s solution for the fundamental review of the trading book.
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.
Solution for the Liquidity Regulatory Reporting requirements & monitoring of Liquidity Risk to calculate Liquidity Ratios and perform Stress Testing.
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.
AxiomSL’s flexible, integrated, data-driven platform delivers an end to end automated solution for Liquidity Risk Management and Regulatory Reporting for financial institutions to meet Pillar 1 and Pillar 2 liquidity requirements while ensuring full transparency and control.
AxiomSL’s solution allow reporting entities to meet the QFC rule requirements for recordkeeping and reporting speed and accuracy, with virtual out-of-the-box implementation.
Enterprise financial, regulatory and management reporting system which enables an efficient and effective response to all reporting requirements.
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.
Complete compliance with Solvency II regulations which allows Insurance Companies to gain competitive advantages by utilizing Risk Management practices.
AxiomSL provides the data mapping, transformation and drilldown functionality needed to comply with the OeNB’s Smart Cube reporting requirements in Austria.
Meeting complex regulations while maximizing efficiency and minimizing capital 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.