Camino Quantoid - Regulatory Capital

Cornhill’s Quantoid™ CAMINO lets banks see instantly how much credit risk regulatory capital is required or is currently being consumed.

This helps with economic capital planning, stress testing and measuring and monitoring of capital usage. The tool evaluates the regulatory capital relief eligible for any available collateral. Corporate finance officers use this for economic capital planning. Client-facing sales teams use it to ‘plug and play’ with margins, fees and terms to calculate the regulatory capital requirements. Probability of Default (PD) of counterparties can be determined from rating models and Loss Given Default (LGD) and Exposure at Default (EAD) can be calculated per facility. The solution maximizes capital efficiency by facilitating effective deal analysis and performance evaluation.
 

Benefits:

  • Integrate capital allocation into your credit workflow, reports or any other business applications.

  • Maximise capital efficiency by facilitating effective deal analysis and performance evaluation (e.g. RAROC).

  • Facilitate compliance with regulators' increased emphasis on capital resources.

  • Improve the consistency of your capital reporting by integrating with your regulatory reporting systems.

  • Ease the transition from Basel II Standardised approach to IRB with side-by-side comparative figures.

  • Reduce your operational risk through automated capital calculation - removing spreadsheets and manual inputting.


Where to use:
Banks can assess the level of capital required under standardised, foundation and advanced IRB approaches.

Data source:
FACT stores counterparty data, facility data and collateral data

Produced by:
Bureau van Dijk has a co-operation agreement with Cornhill Consulting to integrate its Quantoid™ CAMINO model into FACT.
 

Key Features:

  • Calculate your capital requirement under the Basel II standardised approach and IRB (foundation and advanced approaches).

  • Evaluate capital offsets due to eligible collateral and guarantees with the integrated credit risk mitigation engine

  • Utilise data from core banking systems, reporting tools or direct data input.

  • Integrate with core banking systems and .NET interfaces thanks to the flexible web service architecture.

  • Easily update the rules engine as and when capital regulations change.

  • Use as an integrated component of FACT or as a standalone application.


Quantoid CAMINO Methodology

Diagram of Quantoid CAMINO Methodology

click image for larger view

Request a Demo

Organise a demonstration, request a call back or ask a question