Sponsor's article > Basel II: change is good

By using SunGard's Basel II Capital Manager, Alliance & Leicester complies with Basel II for the Internal Ratings Based approach. The Capital Manager facilitates regulatory capital calculation which in turn has given Alliance & Leicester the ability to identify and free capital which would otherwise have been set aside to cover exposure to potential credit losses.

A comprehensive case study illustrates how Alliance & Leicester generates probability of default, loss-given default, expected loss and risk weighted assets of its mortgage and unsecured loan portfolios within its retail banking operations.

Simon Navin, retail Basel II manager at Alliance & Leicester, says, “We are aiming to achieve accreditation for the most advanced IRB approach under Basel II and the implementation of SunGard Basel II Capital Manager has enabled us to move towards achieving this aim.”

To view a copy of the Alliance & Leicester Case Study please visit http://www.risk.sungard.com/download/?id=12872 or contact Jamie Flanagan on +44 (0)20 7337 6223 or Jamie.flanagan@risk.sungard.com

Sungard Trading & Risk Systems

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