Risk and Compliance Solutions 2013Functionality.pdf · BANK+ Functionality CUSTOMER RISK SCORING,...
Transcript of Risk and Compliance Solutions 2013Functionality.pdf · BANK+ Functionality CUSTOMER RISK SCORING,...
BANK+ Risk and Compliance Solutions
2013
BANK+ Functionality
SCHEDULE OF FUNCTIONALITY
BANK+ ................................................................................................................................................................................................. 2
CUSTOMER RISK SCORING, RATING AND EXCEPTION REPORTING .......................................................................................................... 3
CUSTOMER PROFILE MANAGER ............................................................................................................................................................ 4
ALM MATURITY .................................................................................................................................................................................... 5
CAPITAL ADEQUACY / BASEL RATIO GRAPH .......................................................................................................................................... 5
INTERNAL LIQUIDITY REQUIREMENT REPORTS (ILR) .............................................................................................................................. 6
LIQUIDITY MANAGEMENT & FCA REGULATORY REPORTING .................................................................................................................. 6
MONTHLY MANAGEMENT REPORTS ..................................................................................................................................................... 8
DAILY MANAGEMENT REPORT .............................................................................................................................................................. 9
COST AND YIELD ................................................................................................................................................................................... 9
CREDIT REPORTS ................................................................................................................................................................................ 10
EXPOSURE MANAGEMENT AND REPORTING ....................................................................................................................................... 11
BANK INTERNAL LIQUIDITY REPORTS (ILR) / MATURITY REPORTS ........................................................................................................ 12
CHEQUE CLEARING ............................................................................................................................................................................. 13
CUSTOMER DOCUMENT MONITORING ............................................................................................................................................... 13
EMAIL ALERTS .................................................................................................................................................................................... 13
BANK+ Functionality
BANK+
Bank+ is a comprehensive system with an independent data warehouse which seamlessly integrates with Temenos T24, Misys Equation, and other core banking
systems.
Bank+ lets banks and financial institutions manage and monitor their assets, liabilities and liquidity as prescribed by the FCA and by internal limits.
Core Banking System
Customer
BANK+ FOCUSYNC Data
Warehouse
Customer and Accounts
Transactions
Historical Records
Customer Risk Matrix
One Time Download
Daily Auto Differential Down Load
Bank Users
Secure Access
Internal Liquidity Requirement (ILR) Asset and Liability Maturity (ALM)
Capitan Adequacy
Customer Profile
Manager
Customer Risk
Monitoring ALM Maturity
FCA Regulatory
Reporting
Capital Adequacy
Credit Reports Management
Reports
Cheque Clearing EMAIL Alerts for
Breaches
Single Customer
View
BANK + Modules
INTEGRATION CORE BANKING SYSTEM
Simulation /Stress Testing
Account Mapping
Utility
Auto Nostro
Reconciliation Exposure
Management and
Reporting
BANK+ FUNCTIONALITY
BANK+ Functionality
CUSTOMER RISK SCORING, RATING AND EXCEPTION REPORTING
Risk Scoring and Rating Application
Scores all customers automatically where scoring is due, based on their scoring frequency setup total scores and rating are
Graphic Interface
Overall Bank customer rating
Scoring and Rating Under Process Status
Score Card
Pattern Analysis
Movements of customer funds
Customer transaction profiles monthly
Over a period of one year for the purpose of showing variance in transaction activities.
Reports
Score Card (Individual customer scoring detail and transaction threshold movement graph)
The system accepts user comments on screen as the risk scoring is generated and a historical list of risk scoring is provided on the score cards along with user comments.
Risk Report by Branch (list of all customers with their risk band for any selected branch)
Transaction type movement analysis
Transaction type by thresholds breaches: are shown in the screens as part of the application,
The application is presently set up with the Risk Scoring parameters provided for user setup
Scoring Processor to capture all the required data from Misys/ T24 databases and automatically score all the customers requiring a scoring update. On demand facility to score individual customers is also provided.
Summary report showing all the customers with their scoring parameters, risk score and rating, by:
Branch
Customer
Risk rating
Customer type
Entire score card with customers selected
Transaction type
Threshold breach graphs
BANK+ Functionality
CUSTOMER PROFILE MANAGER
Customer Account Consolidation
Consolidated customer portfolio, including all customer accounts, loans and deposits
Account history in graphic format showing monthly high, low, average and ending balance for each customer account.
Credit summary with graphs
Advanced Customer Search
Categorise and display customers according to any search criteria Including part name searches, category, country, account balance etc.
Customer Statements
Duplicate customer statements
Temporary statements
Complete transaction history
Basic Rate Tax
The system takes the interest transactions for the whole year and checks the BRT paid for each customer
Prints all the BRT forms and checks for all country specific checks for BRT payments
Provides a summary report to check interest paid with core banking system.
Clearing of Accounts Monthly
Inflows and Outflows of Funds
AML (Anti Money Laundering)
Audit and Control
BANK+ Functionality
ALM MATURITY
ALM / MATURITY REPORT Shows the bank's assets and liabilities by maturity and PERIODS defined by user
By Branch
Consolidated Monthly
ALM MATURITY MOVEMENT ALM Maturity movement by period
Consolidated ALM Maturity
ALM MATURITY SIMULATION Scenarios - user defined
1. Examples 1. New placements after 3 months 2. Liquidity crisis - 10% deposit Withdrawal 3. 20M deposit to 8 day Maturity
INTEREST RATE RISK REPORT Interest and non-interest bearing assets and liabilities
RECONCILIATION
Detailed Mapping of Accounts in ALM reports
Drill down of ALM sub accounts
CAPITAL ADEQUACY / BASEL RATIO GRAPH Capital Adequacy Calculations 8 day and 30 day requirement
BANK+ Functionality
INTERNAL LIQUIDITY REQUIREMENT REPORTS (ILR)
FX REPORT shows daily FX positions
LIQUIDITY MANAGEMENT (based on Internal Limits) ILR - liquidity Calculations
1. FCA requirements with internal limits
Contractual / Behavioral ILR Part 1,2,3 o Contractual - Basis 1&2 (inflows and outflows) o Behavioral - Adjustments to any contractual basis
LIQUIDITY MANAGEMENT & FCA REGULATORY REPORTING
DASHBOARD 1. by Date
1. Liquidity Breakdown 2. FCA Reports 3. Drilldown of values to transaction level
LIQUIDITY STRESS TESTING 1. user defined parameters into FCA reports
Key Metrics
Combined Stress
Firm Stress
FCA Granular
Market Stress
SCENARIO BUILDING 1. User defined scenarios to run on all reports
MAPPING, AUTO RECON, AUDIT
BANK+ Functionality
FCA REPORTS
1. Generated and submitted to FCA via GABRIEL INTERFACE
FCA047 Daily Liquidity / Flows (All Currencies
Daily Liquidity / Flows (GBP)
Daily Flows Liquidity / (USD)
FCA048 Enhanced Mismatch Report (All Currencies)
Enhanced Mismatch Report (GBP)
Enhanced Mismatch Report (USD)
FCA050 Qualifying Securities
FCA051 Funding Concentration
FCA008 Large Exposures
FCA052 Pricing Data
FCA053 Retail and Corporate Funding
FCA054 Currency Analysis
FCA001 Balance Sheet
FCA002 Income Statement
FCA003 Capital Adequacy
FCA004 Breakdown of Credit Risk Data
FCA017 Interest Rate Gap Report
FCA015 Sectoral Information
More reports configured as per requirement
BANK+ Functionality
MONTHLY MANAGEMENT REPORTS All reports are by date by branch
BALANCE SHEET
Unadjusted balance sheet
Adjustment Interface
Balance sheet
o By Branch with Budget and consolidated
o Consolidated without budget
o Consolidated with budget
o Daily Balance Sheet
PROFIT AND LOSS Unadjusted P&L YTD
Adjustment Interface
Adjusted P&L
P&L Monthly and YTD
o with Budget by Branch and consolidated
o Consolidated with and without Budget
o Detail of P&L Mapping
o Daily P&L
DETAIL OF P&L MAPPING
BANK+ Functionality
DAILY MANAGEMENT REPORT
All reports are by date, branch and currency
Daily and consolidated balance sheet
Daily and Consolidated Balance Sheet
with Budgets
COST AND YIELD
Average cost and consolidated
Average yield and consolidated
Cost and yield summary and consolidated
Consolidated average yield with liquidity asset buffer
BANK+ Functionality
CREDIT REPORTS
CASH REPORTS
Cash Deposits
Balances
Variances
Cash Advances
Balances
Variances
CREDIT REPORTS
Credit Reports
Collateral
TOD
Detail and Summary
Daily TOD
Other Reports
All Monthly Deposits
All Monthly Advances
Daily Access over limit
Line Deposit Report
Unutilised Limit Report
Unutilised Limit Report by Amount
BANK+ Functionality
EXPOSURE MANAGEMENT AND REPORTING Large Exposure Report
Detail of Credit Facilities
Mark to Market Analysis
Investment Analysis by CQS Distribution
Investment Analysis of Other Portfolio
FI Exposures
Distribution of Exposure
Analysis of FI Exposure vis-a-vis Cash Collateral
Country Exposures
Distribution of Exposure
Analysis of Country Exposure vis-a-vis Cash Collateral
Non-FI and Non-Marketable Exposures (Funded and Non-Funded)
Breakdown by Product Segment
Segment Analysis
Summary Analysis of Segment Distribution
Analysis of Exposure Classified as Others in Primary Segment Code
Transfer of Risk
Calculation of Collateral Allocation %age
Analysis of Exposure by Collateral Distribution
Analysis of Collateral Location
Analysis of Collateral Distribution for Property Exposures
Excess over Limit in Case of Overdrafts
Expired Overdrafts
Overdue Loan Installments
Analysis of Forthcoming ALCO Reviews
BANK+ Functionality
BANK INTERNAL LIQUIDITY REPORTS (ILR) / MATURITY REPORTS
ILR reports show the bank's Assets and Liabilities according to periods defined by user
Consolidated ILR
FX report showing daily FX positions
Liquidity Management (Internal Limits)
ILR - liquidity calculations
FCA requirements with Internal limits
Contractual / Behavioral ILR Part 1,2,3
o Contractual Basis 1&2 (inflows and out flows)
o Adjustments to any Contractual Basis (e.g. current accounts into periods from overnight to months desired)
Liquidity Graph
ILR / Maturity Simulation
Liquidity Maturity
Consolidated Liquidity Maturity
User Defined Mapping of Accounts for ILR / Maturity
Internal Rate of Return (IRR) Report
BANK+ Functionality
CHEQUE CLEARING
Download Procedure to download files from clearing bank
Customer account numbers and total balances verification
Accounting entries / JV generation and upload to T24/MISYS/core banking system to customer accounts
Generate "Over Ride" report that shows exceptions for cheque series, balances, stop payments and other rules.
CUSTOMER DOCUMENT MONITORING
Document Management sending and receiving
Document monitoring, missing document list
Auto Customer Letter Generation (capability)
Client EMAIL management
Customer communication and notes
EMAIL ALERTS
Breaches of Limits
Events Diary Alerts
Transaction Authorisations