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.
Blend your customer, business and risk knowledge with our latest capital solutions.
Use pre-built solutions to maximise time and effort spent understanding and controlling risks.
Employ models you can understand and trust to gain the confidence to let quantitative results inform business decisions.
Implement a secure and quick solution, compliant with the latest regulations and governance needs.
How it works
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.