Oracle Financial Services Software has released an integrated, enterprise-wide stress-testing solution to help financial services institutions gain a holistic view of risk and comply with the Internal Capital Adequacy Assessment Process requirements under Pillar 2 of the Basel II accord.
Delivered using Oracle Reveleus Advanced Analytics Infrastructure, the stress testing solution enables institutions to centrally develop, define, and manage scenarios and shocks—and apply them across multiple-risk categories including credit risk and market risk—to help provide a transparent and auditable means of performing regulatory and economic capital estimation.
