Capital Calculation Service

The Capital Calculation Service works with industry-standard definitions and methodologies to generate regulatory capital metrics as prescribed by global regulators for all positions/counterparties. The service can replace costly internal processes or be run alongside them for internal model approval.

Using your ORE XML trade data along with IM and VM CSA details, we generate daily metrics including required valuations, sensitivity reports and detailed intermediate result files. Clients using IM Risk Generator can re-purpose the same trade data therefore increasing operational alpha.