Capital Clarity


Easy access to the right Capital (Pillar 2A / Pillar 2R / Owned Funds Requirements) quantification solutions to help resolve your capital challenges

Get in touch
Capital Clarity

The Challenge

Getting the balance right between understanding and controlling the risks facing your business, whilst building complex mathematical models to quantify extreme capital losses can be a challenging task for any financial institution - taking up valuable energy and focus of analysts who end up spending more time on the latter.

Capital Clarity provides direct access to our powerful capital modelling toolkit. It is a prebuilt solution that combines customer and business knowledge with our traditional capital solutions to resolve classic capital challenges, particularly for operational, credit and concentration risk.

Built by risk modelling professionals and developed in compliance with the latest regulations and governance needs, Capital Clarity provides a blend of customer, business and risk knowledge with our latest internal capital solutions to give you the confidence in understanding and controlling your business risks.

Benefits

Combine insight

Combine insight

Blend your customer, business and risk knowledge with our latest capital solutions.

Save time

Save time

Use pre-built solutions to maximise time and effort spent understanding and controlling risks.

Build trust

Build trust

Employ models you can understand and trust to gain the confidence to let quantitative results inform business decisions.

Keep current

Keep current

Implement a secure and quick solution, compliant with the latest regulations and governance needs.

Features

Easy to access portal
Fully secure web-hosted service
24/7 direct model access
Covers Operational, Credit & Concentration Risk Types
Audit trail of model run
Transparent calculation engine
Period-on-period scenario analysis

Insights

The new age of Basel Pillar 2

Read more

Managing Credit Portfolios

Read more

Modern Operational Risk Modelling

Read more

How it works

Capital Clarity offers three pre-defined risk solutions for calculating Pillar 2A / Pillar 2R / Owned Funds Requirements capital ; CC-OREX (operational risk); CC-COREX (credit concentration risk) and CC-CREX (credit risk). Customers are able to purchase a license for only one risk module, a mix of two, or all three modules, depending on the scope of your risk management and ICAAP requirement.
Within the individual risk modules, taking CC-OREX for example, users are able to quickly and easily upload scenario and correlation data, based on their assessments of firm-specific operational risks. Users also have the ability at this stage to choose tailored input parameters, from the number of simulations to run to the model’s confidence level.
This is the time-saver. Based on approaches commonly applied within the industry and aligned with regulatory expectations, our models quantify capital while allowing the risk analysts to focus on understanding and managing the risks; where value is really added.
The models output results for the user to analyse and these can be downloaded. Further results can also be investigated visually, based on simulated loss distribution histograms and scatterplots. The solution also offers the capability to run further analysis, testing convergence and sensitivity of the model. Results can be analysed and downloaded, along with graphical visuals.
Once the model has run and tests have been completed, the user is able to generate an overall report, which can be downloaded and viewed in Excel. This also offers a full audit trail of the model run and associated tests.

Our methodologies and technical content

Find out more about the methodologies and technical content underlying our solution, such as the Scenario-based Loss Distribution Approach (LDA), Vasicek-Merton Multifactor and Variance-Covariance methods.

Download now

Resolve your capital challenges and take control of your business risks with confidence

Get in touch