PRODUCT
ENIGMA CAPITAL RISK
ENIGMA CAPITAL RISK is a powerful and efficient tool which produces all the necessary reports required by the Basel III standard
ENIGMA CAPITAL RISK is very flexible and customizable, and will be set up by Potentia to interface with the Bank’s own data.
ENIGMA CAPITAL RISK will ensure that the Bank will successfully implement Basel III
ENIGMA CAPITAL RISK ensures that every Bank can monitor and observe the Basel III requirements
ENIGMA CAPITAL RISK automatically produces all necessary regulatory data such as:
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RWA (Risk Weight Average) for credit, market, operational risk
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LCR (Liquidity Coverage Ratio)
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NSFR (Net Stable Funding Ratio)
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And many other ratios and associated information
Metrics Calculation
The Bank provides the data. ENIGMA CAPITAL RISK reads the data directly from the Bank system and then determines the different ratios and metrics required by the Basel III standard such as:
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RWA (Risk Weight Average) Calculation:
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Credit Risk – Market Risk – Operational Risk
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Standard Method
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Advanced method
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CRM (Credit Risk Mitigation) Management
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LCR (Liquidity Coverage Ratio)
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NSFR (Net Stable Funding Ratio)
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IFRS 9.2 Process
Regulatory Reporting
ENIGMA CAPITAL RISK produces different type of reports which are completely customizable to meet both the Central Bank and the Board requirements.
One of the big advantages of the ENIGMA CAPITAL RISK system is that all ratios and metrics are available in one report at many levels and by the Bank’s Business Lines.
Monitoring Risk
ENIGMA CAPITAL RISK includes the powerful analysis module that ensures the Bank will:
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Understand and explain the evolution of ratios and metrics by analysing the changes from one period to the next period
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Improve the Bank’s expertise in Risk Management by analysing the impact of the ratios and metrics from one period to the next period
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Take strategic decisions by identifying the concentration of risk by country, region, sector