ProductsRisk SuiteCapital Calculation Service
Providing an industry standard for capital calculation

Capital Calculation Service

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Book a meeting
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Taking the burden out of margin and capital regulations

Acadia’s Capital Calculation Service provides a cost-effective solution for the generation of daily regulatory capital metrics in a timely and repeatable process. We provide the market data and understanding of the complex requirements so that you don’t have to. The service was designed for firms that are required to provide capital calculations to their prudential regulator yet may not have the internal resources available.

ProductsRisk SuiteCapital Calculation Service
Providing an industry standard for capital calculation

Capital Calculation Service

Book a meeting
Chevron Icon

Taking the burden out of margin and capital regulations

Acadia’s Capital Calculation Service provides a cost-effective solution for the generation of daily regulatory capital metrics in a timely and repeatable process. We provide the market data and understanding of the complex requirements so that you don’t have to. The service was designed for firms that are required to provide capital calculations to their prudential regulator yet may not have the internal resources available.

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.

Acadia’s Capital Calculation Service provides a cost-effective solution for the generation of daily regulatory capital metrics in a timely and repeatable process. We provide the market data and understanding of the complex requirements so that you don’t have to. The service was designed for firms that are required to provide capital calculations to their prudential regulator yet may not have the internal resources available.

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.

Lower cost through community-led development and market data mutualization

Standardized regulatory capital metrics can satisfy various allowable capital approaches under multiple different regulatory capital regimes

Daily calculation feeds internal financial planning and regulatory reporting requirements

Increases operational alpha as the same trade data used for Acadia’s IM Risk Generator service can be re-purposed for Capital Calculation

*figures quoted based on LIKEZERO data

Key Benefits

Lower cost through community-led development and market data mutualization

Standardized regulatory capital metrics can satisfy various allowable capital approaches under multiple different regulatory capital regimes

Daily calculation feeds internal financial planning and regulatory reporting requirements

Increases operational alpha as the same trade data used for Acadia’s IM Risk Generator service can be re-purposed for Capital Calculation

Can be run alongside or as a replacement for costly internal processes, or to determine fallback capital requirements if seeking Internal Model Approval

Key Benefits

1.

Lower cost through community-led development and market data mutualization

Explore Digitization >

2.

Standardized regulatory capital metrics can satisfy various allowable capital approaches under multiple different regulatory capital regimes

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3.

Daily calculation feeds internal financial planning and regulatory reporting requirements

View Factsheet >

4.

Increases operational alpha as the same trade data used for Acadia’s IM Risk Generator service can be re-purposed for Capital Calculation

View Factsheet >

5.

Can be run alongside or as a replacement for costly internal processes, or to determine fallback capital requirements if seeking Internal Model Approval

Learn more

Book a meeting with our team to learn more about Capital Calculation Service

Driving the derivatives industry as one

We offer more than just Capital Calculation. Find out what Acadia solutions can offer your business and drive it forward across departments.

VIEW OUR CLIENT SOLUTIONS
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