Insightful Risk and Data Management System for Basel II

Presented: Thursday, March 15th, 2007

Speaker: Dario Cziráky, Insightful Corporation

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Basel II regulatory framework requires use of advanced data management and analytics. The existing systems and methods at many banks fail the regulatory standards and new technologies are needed. Insightful's solution to Basel II integrates advanced analytics based on S-PLUS® with comprehensive data management system based on the SAP Bank Analyzer and with direct data feed from Reuters Data Scope, thereby providing the most comprehensive and advanced risk and data management enterprise-wide system. In this Web cast, we show how Insightful implements different types of Basel II Pillar 2 risk types in a high-level, easily accessible to the business users, and understandable workflow process. At the same time, we demonstrate the advanced modeling capabilities of the S-PLUS based analytics including statistical models in credit and interest rate risk for calculating the economic capital and performing scenario-based stress testing.