Regulatory Capital Optimisation
AI-driven regulatory capital optimisation for banks. Basel III/IV compliance, capital allocation strategies, RWA optimisation, and capital planning under multiple scenarios.
AI-Driven Regulatory Capital Optimisation
Regulatory capital is one of a bank's most expensive resources. Optimising capital allocation while maintaining full Basel III/IV compliance requires sophisticated modelling of risk-weighted assets (RWA), understanding of regulatory capital treatment across instrument types, and the ability to simulate the capital impact of business decisions before they are executed.
redskios builds regulatory capital optimisation tools that calculate RWA under standardised and IRB approaches, model the capital impact of portfolio changes, optimise the composition of capital instruments (CET1, AT1, T2), and run forward-looking capital projections under baseline and stressed scenarios. Our AI layer identifies capital optimisation opportunities that traditional approaches miss.