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Accelerating your Basel II Compliance 2017

13 December 2017

Sofitel Metropole Hanoi, Vietnam, Laveranda room - (view map)

Basel II and maintaining a Capital Adequacy Ratio of 8% by 1st January 2019

The State Bank of Vietnam through its Circular 41/2016/TT-NHNN has put Vietnamese Banks on notice that by 1st January 2019 a Capital Adequacy Ratio (CAR) of 8% must be maintained after the application of Basel II standards. The National Financial Supervisory Commission (NFSC) has reported that the minimum CAR across the Vietnamese Banking Industry is 11.3% but this is expected to drop significantly once Basel II standards are applied.

As part of the Temenos Client Community in Vietnam, which numbers 16 Banks all running our Temenos Core Banking software (T24), you manage much of the data in our software against which Basel II calculations, the analysis and subsequent reporting are performed.

In addition to managing this customer, transaction, collateral, limit and balance data, we can provide the ability to extract this data, updating a Risk Datamart that we then apply pre-configured Vietnamese Basel II (and III) rules to calculate the CAR, as well as providing PD, LGD, EAD, EL, UL Modeling.

  • This is the Temenos Enterprise Risk Management (ERM) Solution which provides the following capabilities:-
  • Credit & Counterparty Risk
  • Regulatory Capital
  • Assets & Liabilities – Liquidity Management
  • Market Analytics

We believe in the value of integrated software – we know the data at source, and we can track this this data through to its endpoint analysis.

Because we own the data a typical implementation to begin producing the required internal and regulatory reports can be achieved in a 5 to 7 month timeframe because we implement a pre-packaged configurable solution around the data our software creates.

We would like to invite you to spend a morning with Temenos and Deloitte Consulting to look at the Temenos Enterprise Management Solution for Basel II and to also discuss the processes around Data Governance that are required.