BANK+ Risk and Compliance Solutions

2013

BANK+ Functionality

SCHEDULE OF FUNCTIONALITY

BANK+ ................................................................................................................................................................................................. 2

CUSTOMER RISK SCORING, RATING AND EXCEPTION REPORTING .......................................................................................................... 3

CUSTOMER PROFILE MANAGER ............................................................................................................................................................ 4

ALM MATURITY .................................................................................................................................................................................... 5

CAPITAL ADEQUACY / BASEL RATIO GRAPH .......................................................................................................................................... 5

INTERNAL LIQUIDITY REQUIREMENT REPORTS (ILR) .............................................................................................................................. 6

LIQUIDITY MANAGEMENT & FCA REGULATORY REPORTING .................................................................................................................. 6

MONTHLY MANAGEMENT REPORTS ..................................................................................................................................................... 8

DAILY MANAGEMENT REPORT .............................................................................................................................................................. 9

COST AND YIELD ................................................................................................................................................................................... 9

CREDIT REPORTS ................................................................................................................................................................................ 10

EXPOSURE MANAGEMENT AND REPORTING ....................................................................................................................................... 11

BANK INTERNAL LIQUIDITY REPORTS (ILR) / MATURITY REPORTS ........................................................................................................ 12

CHEQUE CLEARING ............................................................................................................................................................................. 13

CUSTOMER DOCUMENT MONITORING ............................................................................................................................................... 13

EMAIL ALERTS .................................................................................................................................................................................... 13

BANK+ Functionality

BANK+

Bank+ is a comprehensive system with an independent data warehouse which seamlessly integrates with Temenos T24, Misys Equation, and other core banking

systems.

Bank+ lets banks and financial institutions manage and monitor their assets, liabilities and liquidity as prescribed by the FCA and by internal limits.

Core Banking System

Customer

BANK+ FOCUSYNC Data

Warehouse

Customer and Accounts

Transactions

Historical Records

Customer Risk Matrix

One Time Download

Daily Auto Differential Down Load

Bank Users

Secure Access

Internal Liquidity Requirement (ILR) Asset and Liability Maturity (ALM)

Capitan Adequacy

Customer Profile

Manager

Customer Risk

Monitoring ALM Maturity

FCA Regulatory

Reporting

Capital Adequacy

Credit Reports Management

Reports

Cheque Clearing EMAIL Alerts for

Breaches

Single Customer

View

BANK + Modules

INTEGRATION CORE BANKING SYSTEM

Simulation /Stress Testing

Account Mapping

Utility

Auto Nostro

Reconciliation Exposure

Management and

Reporting

BANK+ FUNCTIONALITY

BANK+ Functionality

CUSTOMER RISK SCORING, RATING AND EXCEPTION REPORTING

Risk Scoring and Rating Application

Scores all customers automatically where scoring is due, based on their scoring frequency setup total scores and rating are

Graphic Interface

Overall Bank customer rating

Scoring and Rating Under Process Status

Score Card

Pattern Analysis

Movements of customer funds

Customer transaction profiles monthly

Over a period of one year for the purpose of showing variance in transaction activities.

Reports

Score Card (Individual customer scoring detail and transaction threshold movement graph)

The system accepts user comments on screen as the risk scoring is generated and a historical list of risk scoring is provided on the score cards along with user comments.

Risk Report by Branch (list of all customers with their risk band for any selected branch)

Transaction type movement analysis

Transaction type by thresholds breaches: are shown in the screens as part of the application,

The application is presently set up with the Risk Scoring parameters provided for user setup

Scoring Processor to capture all the required data from Misys/ T24 databases and automatically score all the customers requiring a scoring update. On demand facility to score individual customers is also provided.

Summary report showing all the customers with their scoring parameters, risk score and rating, by:

Branch

Customer

Risk rating

Customer type

Entire score card with customers selected

Transaction type

Threshold breach graphs

BANK+ Functionality

CUSTOMER PROFILE MANAGER

Customer Account Consolidation

Consolidated customer portfolio, including all customer accounts, loans and deposits

Account history in graphic format showing monthly high, low, average and ending balance for each customer account.

Credit summary with graphs

Advanced Customer Search

Categorise and display customers according to any search criteria Including part name searches, category, country, account balance etc.

Customer Statements

Duplicate customer statements

Temporary statements

Complete transaction history

Basic Rate Tax

The system takes the interest transactions for the whole year and checks the BRT paid for each customer

Prints all the BRT forms and checks for all country specific checks for BRT payments

Provides a summary report to check interest paid with core banking system.

Clearing of Accounts Monthly

Inflows and Outflows of Funds

AML (Anti Money Laundering)

Audit and Control

BANK+ Functionality

ALM MATURITY

ALM / MATURITY REPORT Shows the bank's assets and liabilities by maturity and PERIODS defined by user

By Branch

Consolidated Monthly

ALM MATURITY MOVEMENT ALM Maturity movement by period

Consolidated ALM Maturity

ALM MATURITY SIMULATION Scenarios - user defined

1. Examples 1. New placements after 3 months 2. Liquidity crisis - 10% deposit Withdrawal 3. 20M deposit to 8 day Maturity

INTEREST RATE RISK REPORT Interest and non-interest bearing assets and liabilities

RECONCILIATION

Detailed Mapping of Accounts in ALM reports

Drill down of ALM sub accounts

CAPITAL ADEQUACY / BASEL RATIO GRAPH Capital Adequacy Calculations 8 day and 30 day requirement

BANK+ Functionality

INTERNAL LIQUIDITY REQUIREMENT REPORTS (ILR)

FX REPORT shows daily FX positions

LIQUIDITY MANAGEMENT (based on Internal Limits) ILR - liquidity Calculations

1. FCA requirements with internal limits

Contractual / Behavioral ILR Part 1,2,3 o Contractual - Basis 1&2 (inflows and outflows) o Behavioral - Adjustments to any contractual basis

LIQUIDITY MANAGEMENT & FCA REGULATORY REPORTING

DASHBOARD 1. by Date

1. Liquidity Breakdown 2. FCA Reports 3. Drilldown of values to transaction level

LIQUIDITY STRESS TESTING 1. user defined parameters into FCA reports

Key Metrics

Combined Stress

Firm Stress

FCA Granular

Market Stress

SCENARIO BUILDING 1. User defined scenarios to run on all reports

MAPPING, AUTO RECON, AUDIT

BANK+ Functionality

FCA REPORTS

1. Generated and submitted to FCA via GABRIEL INTERFACE

FCA047 Daily Liquidity / Flows (All Currencies

Daily Liquidity / Flows (GBP)

Daily Flows Liquidity / (USD)

FCA048 Enhanced Mismatch Report (All Currencies)

Enhanced Mismatch Report (GBP)

Enhanced Mismatch Report (USD)

FCA050 Qualifying Securities

FCA051 Funding Concentration

FCA008 Large Exposures

FCA052 Pricing Data

FCA053 Retail and Corporate Funding

FCA054 Currency Analysis

FCA001 Balance Sheet

FCA002 Income Statement

FCA003 Capital Adequacy

FCA004 Breakdown of Credit Risk Data

FCA017 Interest Rate Gap Report

FCA015 Sectoral Information

More reports configured as per requirement

BANK+ Functionality

MONTHLY MANAGEMENT REPORTS All reports are by date by branch

BALANCE SHEET

Unadjusted balance sheet

Adjustment Interface

Balance sheet

o By Branch with Budget and consolidated

o Consolidated without budget

o Consolidated with budget

o Daily Balance Sheet

PROFIT AND LOSS Unadjusted P&L YTD

Adjustment Interface

Adjusted P&L

P&L Monthly and YTD

o with Budget by Branch and consolidated

o Consolidated with and without Budget

o Detail of P&L Mapping

o Daily P&L

DETAIL OF P&L MAPPING

BANK+ Functionality

DAILY MANAGEMENT REPORT

All reports are by date, branch and currency

Daily and consolidated balance sheet

Daily and Consolidated Balance Sheet

with Budgets

COST AND YIELD

Average cost and consolidated

Average yield and consolidated

Cost and yield summary and consolidated

Consolidated average yield with liquidity asset buffer

BANK+ Functionality

CREDIT REPORTS

CASH REPORTS

Cash Deposits

Balances

Variances

Cash Advances

Balances

Variances

CREDIT REPORTS

Credit Reports

Collateral

TOD

Detail and Summary

Daily TOD

Other Reports

All Monthly Deposits

All Monthly Advances

Daily Access over limit

Line Deposit Report

Unutilised Limit Report

Unutilised Limit Report by Amount

BANK+ Functionality

EXPOSURE MANAGEMENT AND REPORTING Large Exposure Report

Detail of Credit Facilities

Mark to Market Analysis

Investment Analysis by CQS Distribution

Investment Analysis of Other Portfolio

FI Exposures

Distribution of Exposure

Analysis of FI Exposure vis-a-vis Cash Collateral

Country Exposures

Distribution of Exposure

Analysis of Country Exposure vis-a-vis Cash Collateral

Non-FI and Non-Marketable Exposures (Funded and Non-Funded)

Breakdown by Product Segment

Segment Analysis

Summary Analysis of Segment Distribution

Analysis of Exposure Classified as Others in Primary Segment Code

Transfer of Risk

Calculation of Collateral Allocation %age

Analysis of Exposure by Collateral Distribution

Analysis of Collateral Location

Analysis of Collateral Distribution for Property Exposures

Excess over Limit in Case of Overdrafts

Expired Overdrafts

Overdue Loan Installments

Analysis of Forthcoming ALCO Reviews

BANK+ Functionality

BANK INTERNAL LIQUIDITY REPORTS (ILR) / MATURITY REPORTS

ILR reports show the bank's Assets and Liabilities according to periods defined by user

Consolidated ILR

FX report showing daily FX positions

Liquidity Management (Internal Limits)

ILR - liquidity calculations

FCA requirements with Internal limits

Contractual / Behavioral ILR Part 1,2,3

o Contractual Basis 1&2 (inflows and out flows)

o Adjustments to any Contractual Basis (e.g. current accounts into periods from overnight to months desired)

Liquidity Graph

ILR / Maturity Simulation

Liquidity Maturity

Consolidated Liquidity Maturity

User Defined Mapping of Accounts for ILR / Maturity

Internal Rate of Return (IRR) Report

BANK+ Functionality

CHEQUE CLEARING

Download Procedure to download files from clearing bank

Customer account numbers and total balances verification

Accounting entries / JV generation and upload to T24/MISYS/core banking system to customer accounts

Generate "Over Ride" report that shows exceptions for cheque series, balances, stop payments and other rules.

CUSTOMER DOCUMENT MONITORING

Document Management sending and receiving

Document monitoring, missing document list

Auto Customer Letter Generation (capability)

Client EMAIL management

Customer communication and notes

EMAIL ALERTS

Breaches of Limits

Events Diary Alerts

Transaction Authorisations