Regulatory Solutions

Vichara leverages its expertise in risk management, financial modeling and big data management to provide highly transparent regulatory solutions.

Vichara, with its business domain and technology expertise, is uniquely placed to help financial firms comply with growing regulatory requirements. We assist our clients overcome quantitative and operational challenges to meet the demands of auditors and regulators for better transparency and increased due diligence.

Vichara has special expertise in analyzing structured products such as RMBS, CMBS, CLOs, ABS CDOs, other consumer ABS as well as residential mortgages, commercial mortgages & corporate loan portfolios. Vichara utilizes its risk modeling framework powered by big data management & analysis platform to develop, validate and fine tune risk models using large scale historical data. The analytics framework integrates 3rd party & proprietary models and runs on a high performance distributed computing environment (grid/cloud) to analyze large portfolios in a short amount of time.

Our solutions address requirements mandated by regulatory frameworks like Basel, Dodd-Frank and IFRS.

Stress Testing in the US: CCAR & DFAST
Solutions to perform analysis and report results described in CCAR (Comprehensive Capital Analysis and Review) stress tests mandated by the Federal Reserve and DFAST (Dodd-Frank Act Stress Testing) scenarios as per the Dodd-Frank Wall Street Reform and Consumer Protection Act.

Stress Testing in the UK & Europe: PRA & EBA Stress Tests
Stress testing solutions for financial institutions as per Bank of England’s Prudential Regulation Authority (PRA) and European Banking Authority (EBA) for the UK and the EU respectively.

Basel for the US: SSFA
Computation of regulatory capital charges for exposure to securitized products using risk weighted methodology as per Simplified Supervisory Formula Approach (SSFA).

Basel II, 2.5 & III
Capital charge computations for risk weighted assets and stress testing as per Basel II, 2.5 and III frameworks.

IFRS/CECL Solutions for Structured Products and Loans
IFRS solutions for IFRS 9, 7 & 13 that support both structured credit portfolios (RMBS, CMBS, CLOs, ABS CDOs and other consumer ABS) as well as loan portfolios (residential mortgages, commercial mortgages & corporate loans).