Oracle Reveleus Economic Capital Advanced

Oracle Reveleus Economic Capital Advanced is a state-of-the-art, integrated risk and capital management solution with built-in statistical modeling features for advanced risk analytics and decision support systems. The solution enables banks to construct an enterprise-wide integrated risk management system—covering all types of risks—to determine enterprise-wide economic capital calculations for market and credit risk, to quantify capital needs, and to determine risk-adjusted performance.

• Improve strategic planning
• Leverage Basel II Pillar II investment
• Accurately assess levels of risk
• Define risk appetite
• Set risk limits
• Improve capital adequacy and allocation
• Assess risk-adjusted business unit performance
• Design stress testing scenarios

The modeling capabilities of the solution enable institutions to define internal models or calibrate existing models to internal data. It enables institutions to make informed decisions that improve bottom-line results on an ongoing basis.

• Effectively deploy capital across the enterprise
• Improve capital management and strategic planning
• Assess risk-based capital adequacy as required in Basel II and SR 99-18
• Accurately define risk appetite
• Easily set risk limits
• Set key performance indicators (KPIs) and compensation to reflect risk-adjusted return
• Readily share economic capital results with rating agencies and shareholders
• Get flexible report exporting options, including Excel, PDF, text file, and XML file formats
• Easily capture data across disparate business units