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.
