Operational Risk

Easily calculate operational risk and integrate it with your market, credit and insurance risk (for insurers) for a total Basel II and Solvency II solution.

Operational risk is not only critical to Basel II and Solvency II compliance, but it is required. Operational risk capital calculations needs to be performed and integrated with credit and market risk capital calculations, then all the required regulatory reports must be produced.

Designed for Regulatory Compliance

Fermat OpRisk is a Basel II and Solvency II compliant solution for calculating operational risk capital and is fully integrated into our risk management platform, allowing the integration of operational, market and credit risk. In addition, our platform offers an award winning regulatory reporting solution that contains and can produce all the required reports, based on local regulations and in local languages. Fermat OpRisk calculates capital based on the standardized approach set forth in the Basel II and Solvency II accords.

Our solution easily integrates into your existing IT infrastructure and can be extended to encompass all your operational risk needs, leading to cost and operational loss reductions that lead to substantial return on investment (ROI).

This extended solution delivers:

• Loss Data Collection (including Action Plans)
• Risk & Control Self Assessments
• Key Risk Indicators
• Quantitative Analysis
• Scenario Analysis
• Bayesian Integration
• Solvency II advanced measurement approach
• Basel II advanced measurement approach

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