Basel Data Service

Basel Data Service

Data consistency & provenance delivering capital efficiency & financial reporting

Managing risk while delivering business value

The Basel Data service from SIX supports the regulatory specific attributes required for calculation of credit, market and liquidity risks. The accurate and consistent classification of financial instruments is a prerequisite for institutions to optimize capital adequacy whilst meeting their disclosure requirements.

Developed in response to the increased business demands on Back- & Middle-Office processes for managing risk & reporting data, our service automates data processes to reduce the complexity of implementation efforts.

Our transparent, explainable rule sets, data consistency and provenance take care of the data “heavy lifting”, enabling clients to focus on generating business value.

 

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How You Will Benefit

Accuracy

Optimize capital adequacy calculations and meet mandatory disclosure requirements

Automation

Deploys explainable methodology developed in collaboration with clients & automatically updated in line with regulatory revisions

Consistency

Regulatory data sets are consistent with our underlying core pricing & reference data systems

Why the Basel Data Service from SIX?

Our Basel Data Service supports banks and financial institutions in the calculation of capital requirements, for regulatory disclosures and risk management. Focused on four specific areas of the Basel framework as transposed in line with the EU & Swiss regulations. Our flexible ruleset can adapted to support additional country specific rules:

HQLA:
Identification of securities, which are eligible as High Quality Liquid Assets according to the regulatory standards and classifies them with regards to the levels defined and associated haircuts. As required to calculate the Liquidity Capital Ratio (LCR).

Credit Risk Standardized Approach:
Coverage of applicable instruments and mapping of instruments to the corresponding regulatory risk classes and values including collateral eligibility for credit risk mitigation.

Market Risk Standardized Approach:
Adoption of the general and specific risk requirements including the computation of the associated risk metrics.

Regulatory Capital (BRRD II):
Debt instruments eligible to absorb losses as “Total Loss Absorption Capacity” with respect to own funds capital requirements & senior unsecured (non-preferred, bail-in-able) debt instruments.

Darren Marsh

SIX mitigates the complexity of the Basel framework rules set. Whatever the pillar (credit risk, market risk, liquidity assessment), we provide the data you need, when you need it, to support your business.

Darren Marsh, Senior Product Manager

About This Service

The Basel framework introduces challenges for banks, especially as the rules allow a level of national discretion, especially relevant for banks operating across multiple jurisdictions.

Increasingly, capital & liquidity requirements directly impact strategy & modification of the optimal portfolio composition which in turn, requires an update to existing business processes and additional data points to drive them.

SIX Basel Data service provides the high quality data required for accurate classification of financial instruments across four essential areas of the Basel accord to support liquidity & capital requirements calculations: High Quality Liquid Assets (HQLA), Credit Risk including collateral eligibility & Market Risk under the Standardized Approach and Regulatory Capital (Loss absorption capacity bonds). Discover more in this section.

Basel Data: Service Overview

Our service provides comprehensive data powering intelligent business decisions, risk reporting & operational efficiency. Discover more with our factsheet.
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