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© Sopra Group, 2006 / Evolan CAD / p1 Evolan Capital Adequacy An efficient way to meet the Basel II requirements in Romania
© Sopra Group, 2006 / Evolan CAD / p2 Sopra Group at a glance independent An independent Group in Consulting and IT Services founded in 1968 Euronext Paris / SRD (SBF120, CAC Mid 100) Workforces Workforces – international Geographical scope : worldwide /Europe A strong position in banking software (loans, reporting, …) Consolidated Turn Over ( M€ ) 525, Split of TO per sector A transversal organisation Sopra Group & Axway EAI Outsourcing Application Software Systems Integration & Solutions Consulting 629, ,2%/ % 2006 Forecast
© Sopra Group, 2006 / Evolan CAD / p3 Sopra Group SubsidiariesSopra Group solutions & products Geographical scope more than 70 countries
© Sopra Group, 2006 / Evolan CAD / p4 Reporting and Risk software 600 More than 600 banks referenced world-wide French subsidiaries of UK high street banks HSBC, Abbey National, Lloyds TSB, Woolwich, Barclays, etc Largest French banks Société Générale, Credit Lyonnais, BNP-Paribas, Caisses d’Epargne, CIC, etc French subsidiaries of world’s largest banks Deutsche Bank, ABN Amro, Lehman Brothers, Goldman Sachs, CSFB, Morgan Stanley, Caixa, Bayerische Landesbank, Qatar National Bank Finance companies Cetelem, CGI, Franfinance, GE, PSA Financement, Cofidis, Cofinoga, Volvo Financement, Diners Club, 130 Swiss banks ABN Amro, BDA, BNP Paribas, JP Morgan, UBP, Vontobel and many “Kantonal” banks Luxemburg and Moroccan banks…. 15 A 15 year long experience
© Sopra Group, 2006 / Evolan CAD / p5 Our observation of the implementation of the IRB method The costs of implementation can be more important than the capital savings IS adaptation (credit delivery, …) The IS often do not have histories with the required wideness, depth or quality Complexity to train all the players and the branches Implemented by very big banks Projects started in 2003
© Sopra Group, 2006 / Evolan CAD / p6 Basel II : a winning approach Applies to the banks For which the IRB approach is not mandatory Which do not particularly need to save equity Which do not have the accurate histories Which do not have the time or the budget to invest on risk management for the moment Which have an activity not relevant to the mother company’s one
© Sopra Group, 2006 / Evolan CAD / p7 Basel II : a winning approach Pragmatism Meet the regulator and the mother company requirements at first step Start with the standard method and implement it fast Ready in 2007 Enhancing step by step data quality and completeness Take time to evolve towards IRB method
© Sopra Group, 2006 / Evolan CAD / p8 What type of tool ? To accompany the banks, there’s a need for a product that : Takes care of the weighting determination and makes all calculation relevant to the Standard Method Is simple to implement Automatically integrates the changes in the regulation Is able to evolve to more complex methods when the bank will need it
© Sopra Group, 2006 / Evolan CAD / p9 Evolan Capital Adequacy Risk management according to Basel II requirements for : standard method the standard method each country specificity According to each country specificity IRB Foundation method the IRB Foundation method Large exposure management Developed in partnership with banks
© Sopra Group, 2006 / Evolan CAD / p10 Risk factors (PD, LGD, EAD, Value at Risk) History constitution ( KMV, JP Morgan / CreditMetrics, Credit Risk+, VaR Model ) Modelling Contracts Evolan Capital Adequacy Positioning Risk position calculation Exposure weighting Credit conversion factor Risk mitigation Capital allocation Solvacy ratio Weighting factor Conversion factor Regulatory parameters Regulatory parameters Risk Weighted Assets Regulatory Reporting (Evolan Report) Basel II reporting (COREP)
© Sopra Group, 2006 / Evolan CAD / p11 Evolan CAD – main advantages A real software, dedicated to risk calculation 20 Installed and integrated in 20 days Reasonable price Latest technology Allows a gradual use Only for regulatory and mother company requirements As a real risk management tool Extended with IRB engine if required by the bank Basel II reporting (COREP)
© Sopra Group, 2006 / Evolan CAD / p12 Thank you for your attention For any information, please contact our local account manager : David Coyne
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