If you are responsible for allocating, reviewing and monitoring limits for interbank counterparties and other financial institutions (the FI function).
You need:
- An objective mechanism for allocating limits to customers and product basis
- Regulatory compliance with the Prudential Regulations regime for counterparty, group and product exposures
- Ability to review factors and drivers impacting limits every time they change as well as acceptable benchmarks for the same
It would be nice if:
- The limits could be generated on a regular basis with minimal effort and resource consumption
- The limits were self adjusting to comply with Prudential Regulations
- Market based feedback impacting the limits could be immediately accommodated
Today this process involves :
- Manual collection and storage of data
- EXCEL based ratio calculation for calculating CAMEL, ARROW and other approaches
- In most cases a limited annual review
With Alchemy LimitOne you can:
- Avoid the damage and the cost of out of date, subjective limits
- Create a market responsive limit allocation process around a powerful tool that tracks, benchmarks and optimizes the limit allocation process by products and counterparties