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REGULATORY CAPITAL


Meware's solution for Regulatory capital calculation and Banca d'Italia's surveillance.

In these years, RWA calculation, Banca d'Italia surveillance, ICAAP report production, the information use, product in calculation, for managerial or monitorial goals about the Credit, has meant that Banks started to provide theirselves, several products/infrastructures wich had formed in proportion of their advisory application. The obstacle to overcome was often made up from the adjustment of regulatory applications related to infrastructures mentioned above, and from the transition difficoulty from theirselves to the IRB approaches.

In this scope, Meware developed, cooperating with Oasi and SAS, a solution wich allows to:

1. Implement the RWA calculation, according to Standard, IRBF e IRBA approaches, feeding directly from Bank's signaling flows.

2. Have a calculation engine for the mentioned above approaches, wich can be constantly revised, and in line with current legislation.

3. Supply a calculation ambient wich, starting from signaling data, allows to make simulations and stress tests to ICAAP or managerial purposes

4. Make advisory in order to Standard, IRBF e IRBA approaches.

Meware's solution main characteristics are flexibility and starting/using handiness, filling the process gaps without an asset's loss of value. The solution is constantly revised from the tecnical and legislative aspect, giving to clients the certainty to have always informations calculated in order to regoulator's specifications.


References: Banca delle Marche, Banca Popolare per l’Emilia Romagna, Banca Sella, Credito Valtellinese, Banca Popolare di Vicenza, Veneto Banca.


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Meware s.r.l. - registered office Largo Gibilmanna, 4 - 00146 Roma // P.IVA 10792021007 // tel. +39 06 5911669 // Fax +39 06 56561042 // mail info@meware.it