Basel II/III/IV

Overview

end-to-end implementation of the Basel II framework

Auronova has a complete suite of capabilities to support the clients in end-to-end implementation of the Basel II framework.

Our services comprise of implementation of guidelines for all the three pillars i.e. Pillar I, Pillar II & Pillar III requirements as stipulated by the local regulator.

Pillar I

Under Pillar I, we support clients to comply with guidelines and improve internal risk management architecture for three key risks to which banks are exposed i.e. Credit Risk, Market Risk & Operational Risk.

Pillar II

We have developed the expertise to help our clients to comply with Pillar II requirements of Basel II. Pillar II requires banks to identify other material risks which are not covered under Pillar I and develop a methodology to assess the regulatory capital required for these risks.

It primarily focuses on ‘Internal Capital Adequacy Assessment Process’ of the banks and review of the same by the regulators to make sure that bank has sufficient capital to support all the material risks as per its business strategy.

Pillar III

We help in supporting clients in disclosure requirements for all types of risks as per Pillar III requirements of Basel II

Offerings

Our Offerings towards Basel I/II/IV

Pillar I

Pillar II

ICAAP

We help our clients in setting up the complete ‘Internal Capital Adequacy Assessment Process’ inclusive of developing governance structure, policies & procedures, risk appetite statement and assessment of capital required for all the material risks in the portfolio of the bank inclusive of Pillar I risks. This assessment takes into consideration the projected future risk profile of the bank.

ICAAP

We help our clients in setting up the complete ‘Internal Capital Adequacy Assessment Process’ inclusive of developing governance structure, policies & procedures, risk appetite statement and assessment of capital required for all the material risks in the portfolio of the bank inclusive of Pillar I risks.

This assessment takes into consideration the projected future risk profile of the bank.

Stress Testing

Stress Testing is an integral part of ICAAP. We support banks to develop the internal stress testing framework inclusive of sensitivity-based stress tests of risk drivers, developing scenarios-based stress tests as well as reverse stress testing. Further, we support our clients in meeting the requirements of ‘Standard Regulatory Stress Tests’, which are designed by the local regulators to check the capital adequacy of all the banks on a common set of macroeconomic assumptions.

Stress Testing

Stress Testing is an integral part of ICAAP. We support banks to develop the internal stress testing framework inclusive of sensitivity-based stress tests of risk drivers, developing scenarios-based stress tests as well as reverse stress testing.

Further, we support our clients in meeting the requirements of ‘Standard Regulatory Stress Tests’, which are designed by the local regulators to check the capital adequacy of all the banks on a common set of macroeconomic assumptions.

Pillar III

We help in supporting clients in disclosure requirements for all types of risks as per Pillar III requirements of Basel II

  • Credit Risk
  • Market Risk
  • Operational Risk
  • Tier 1 Capital Disclosure
  • Tier 2 Capital Disclosure
  • Securitization
  • Purchased Receivable

We help in supporting clients in disclosure requirements for all types of risks as per Pillar III requirements of Basel II

  • Credit Risk
  • Market Risk
  • Operational Risk
  • Tier 1 Capital Disclosure
  • Tier 2 Capital Disclosure
  • Securitization
  • Purchased Receivable
Our Post

Recent Posts

Contact

Get in touch for Basel I/II/IV Consultation