Add-on for calculating basic risks in accordance with Basel requirements

Development of a customer-specific add-on for the calculation of basic risks according to Basel requirements on the existing SAP SEM Banking platform.

Benefits

  • Calculation of basic risks on the basis of regulatory requirements
  • Complete integration into the SAP standard

Functions

  • Basis risks are reported on the basis of SAP standard risk factors
  • The solution is very well integrated into the SAP standard and therefore easily configurable, runs together with the SAP standard VaR and no separate authorization control or interfaces are necessary.