Regulatory Reporting & Compliance
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Liquidity Risk Management & Interest Rates
Explore our complete treasury ecosystem
Capital & Credit Risk Analytics
Market, Credit, Operational and Liquidity risk measurements
International Financial Reporting Standards
FATCA & Common Reporting Standard
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Trade & Transaction
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AxiomSL’s One Enterprise PlatformWe provide the widest coverage of regulatory reports and calculations across the globe.
Enterprise data management platform for risk & regulatory reporting and analytics.
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’s end-to-end regulatory reporting solution that embraces the SBR Taxonomy to classify data for reporting supoorting the full suite of D2A validation rules.
AxiomSL’s solution for Risk Data Aggregation, Risk Reporting & Data Lineage.
AxiomSL’s solution provides a fundamental rule based allocation and calculation that empowers the Broker Dealer in determining the amount of cash and securities to be ‘locked up’ for its customers.
Solution to comply with Comprehensive Analysis and Review & Dodd-Frank Act stress Testing Reporting.
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 automates the process of calculating and reporting on large exposures and concentration risk, as required by CRD IV.
The data lineage solution captures and visualizes data sources, data flows and business logic from the point of data entry to the final regulatory or internal management reports.
AxiomSL’s data-driven platform empowers Covered Institutions (CIs) to comply with the final rule requirements and timelines.
AxiomSL’s solution provides all of the data aggregation, impact calculation, report reconciliation and submission functionality needed to comply with the stress testing requirements.
AxiomSL’s platform meets all filing requirements for Private Funds, Large Hedge Funds and Large Private Equity & Liquidity Funds.
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.
The MAS 610/1003 is the core balance sheet return for the MAS reporting regime.
The MAS 610/1003 Taxonomy condenses over 300,000 data points of the MAS 610 into 1,000 reusable business concepts to provide a data-centric view of the MAS 610/1003 instead of a form-centric view.
AxiomSL provides all of the data collection, validation and transaction reporting functionality needed to comply with MiFID and MiFID II.
AxiomSL’s platform consolidates data across multiple entities, enabling firms to streamline reporting processes, improve data accuracy, and provide greater transparency and traceability.
By adopting AxiomSL’s solution, REs can meet the QFC rule requirements for recordkeeping and reporting with speed and accuracy.
AxiomSL’s solution provides the rules sets, calculations, templates and reporting functionality needed to remain compliant with shareholding disclosure requirements around the world.
Complete compliance with Solvency II regulations which allows Insurance Companies to gain competitive advantages by utilizing Risk Management practices.
AxiomSL provides all the data aggregation, validation and reporting functionality needed to comply with the European Central Bank’s (ECB) Statistics on Holdings of Securities (SHS) regulation in respect of Reporting Banking Groups (SHSG).
AxiomSL offers a full solution for current and future Trade and Transaction Reporting requirements globally.
CRD IV: Liquidity
AxiomSL’s solution for CRD IV liquidity regulations supports the calculation and reporting of the LCR, NSFR and ALMM.
AxiomSL’s solution handles components of interest rate risk measurements and ensures the data IRRBB treatment and calculation methodologies are consistent with other cash flow generated streams and liquidity metrics such as LCR, NSFR and other monitoring tools.
Liquidity Rep & Calc
AxiomSL’s platform delivers the flexibility to comply with industry regulations and provides scalability to meet requirements with speed, accuracy, transparency and control.
AxiomSL’s 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’s solution handles the complications of liquidity measurements such as, multiple netting, encumbrance maturity profile, consistency with LCR calculations, derivative transactions & margin requirements, & balance sheet interdependence.
AxiomSL’s solution delivers 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 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.
Solution to comply with Canadian Basel Capital Adequacy Requirements.
AxiomSL’s platform enables broker-dealers to source, calculate, analyze, reconcile, and submit data to meet multiple reporting requirements.
AxiomSL enables financial firms to automate the process of calculating and reporting their capital requirements as part of CRD IV.
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 platform provides credit exposure pro forma for new deals, & limit compliance covering all asset classes & provides through time & point in time PFE/EPE Gross & Net of Margin & Netting Agreements.
Standardized approach calculations i.e. the Sensitivities Based Approach (SBA) (including the Delta Risk Charge, Vega Risk Charge and Curvature Risk Charge for all risk classes.
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.
Be as precise as possible regarding single counterparty exposure, AxiomSL’s historical strength in risk data aggregation can help banks get there.
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’s solution orchestrates the entire CECL process, allowing banks to determine how much additional reserves need to be put aside for expected—rather than incurred—loan and other credit losses in the case of impairment.
AxiomSL’s IFRS 9 solution addresses key aspects of the requirements, including the classification and measurement of assets.
AxiomSL’s end-to-end CRS solution includes ongoing support for all reporting schemas, and dashboards for managing the attestation of regulatory reports.
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 Tax regulations.
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