Solution Overview

Every financial organization is challenged by the need to comply with a growing list of Market, Credit, Operational and Liquidity risk measurements and reporting for an expanding number of Regulatory constituents. In addition, financial institutions are now faced with the new capital, leverage and liquidity standards of Basel III.

To address these new as well as future Basel standards, AxiomSL now offers BASEL123™ with its full suite of integrated data and risk management modules along with its global regulatory reporting solution. With BASEL123™, AxiomSL delivers a sophisticated capital adequacy platform equipped with a state-of-the-art analytical engine and reporting capabilities that can be deployed efficiently and seamlessly for Basel regulatory requirements, providing a robust solution across the 3 Pillars of the framework.

Learn about our other Basel solutions, SA-CCR and Swiss Basel III Capital and Liquidity Calculations.

  • Liquidity Risk Required Data Attributes
  • Liquid Asset & Funding Categories
  • Cash Flow Bucketing
  • Liquidity Coverage & Stable Funding Ratio
  • Counterparty Wrong Way Risk Identification
  • New Counterparty Risk Capital Measures

  • Reduce operating costs up to 80% versus traditional platforms with equivalent performance.
  • Satisfies most diverse and advanced measurements and rigorous operating requirements
  • Brings Business and Technical Users Together
  • Scalable to handle large data and user volumes
  • Reduced Software Vendor Dependencies and Risk
  • Unrivaled Transparency from sources to rules to results to reports
  • Avoids the cost of learning proprietory Software Vendors’ data dictionaries and models
  • Provides Complete User Management and integrates with existing Client User Management infrastructure.
  • Operates on Unix, Linux or Windows and all Databases
  • Robust change management capabilities : sources, rules, workflows

  • Multiple VARs
  • Stress Scenario Analysis
  • Back Testing
  • Potential Future Credit Exposure
  • Multiple Netting Pools
  • All Basel II & III Capital Approaches
  • Expected Credit Loss
  • Economic Capital
  • User Defined Treatment of Risk Mitigants
  • Optimal Collateral Allocation
  • Liquidity Risk
  • Complete Asset Class & Instrument Coverage
  • Complete Obligor Class Coverage
  • Extraordinary Transparency

  • Dynamic Data Warehouse – Can work with existing Data Stores
  • Robust Data Modeling
  • Intuitive User-defined Visual Business Rules
  • Visual Work Flow Management
  • Source Data structure and content registration
  • Seamless Integration of Source Data Models to Visual Business Rules, Aggregation Results and Reports
  • Two types of Report Writers – Free Form and Tabular reports output
  • Easy Connection to upstream and downstream data sources Reporting Capabilities

  • Global Coverage
  • Reports Templates Factory
  • Capture & Store Source and Results Data
  • Extensive Cross Reports Edit Checks
  • Top Side adjustments Controls
  • Extensive Variance Analysis Reports
  • Interfaces and operates from multiple native data sources and General Ledgers
  • Direct Electronic Reports Submission

Resource Center

The FRTB: Do not underestimat…

There is currently a lot of discussion in the industry about the internal model-based approach to the FRTB; however, it is important that banks do not underestimate…

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Basel III makes its mark

Modifications to the latest series of capital adequacy regulations issued by the Basel Committee on Banking Supervision AxiomSL | Olivier Kamoun(BCBS) in recent years have been….

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Time to think strategically…

As part of the ongoing Basel reforms, the Bank for International Settlements (BIS) is busy rewriting the rules that govern how Nicola Hortin – Head of Regulatory…

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Basel IV: No time for banks to…

Regulation of the financial markets is a never-ending process of modification, improvement and extension. Nowhere is this clearer than in the case of the Basel Accords…

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