Solutions for Governance, Risk and Compliance
SAB2 for Basel II
Standardised Approaches
SAB2 is an integrated risk managment and reporting platform for collecting exposure and collateral data and calculating regulatory capital requirements under the terms of the Basel II Accord. It is the entry point for organisations wanting to become Basel II compliant in weeks and without significant infrastructure or data warehouse expense. Out of the box SAB2 supports:
- The Standardised Approach for Credit Risk (SACR) incorporating the Simple Approach to Credit Risk Mitigation (CRM)
- The Basic Indicator Approach (BIA) and The Standardised Approaches (TSA) for Operational Risk
- Standardised Approach for Market Risk
- Reporting in CEBS approved formats
- Full transparency by maintaining current and historically reported figures
- Group consolidated and individual reporting, including reporting in more than one jurisdiction
SAB2 can also be used for:
- Scenario Analysis
- Capital Adequacy Assessment and Modelling
- Management Information
- Integration with standard reporting tools for customised reporting
SAB2 is platform independent.
SAB2 can be quickly implemented and is a first step towards achieving effective enterprise risk management. Quadrant provides a clear and easy migration path for organisations wanting to upgrade to B2, our solution to meeting the Advanced Approaches for Basel II.
