Capital Calculation Service
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.
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
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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
2.
Standardized regulatory capital metrics can satisfy various allowable capital approaches under multiple different regulatory capital regimes
3.
Daily calculation feeds internal financial planning and regulatory reporting requirements
4.
Increases operational alpha as the same trade data used for Acadia’s IM Risk Generator service can be re-purposed for Capital Calculation
5.
Can be run alongside or as a replacement for costly internal processes, or to determine fallback capital requirements if seeking Internal Model Approval
6.
Learn more
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.
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