Group Treasury Capital Management

A Group wide model in QlikView enables Management Information of a central Rules Engine at any level of granularity.

The Problem

Capital data, processes and calculations were stored and maintained within business unit silos making a global view difficult to impossible to compile. This means there was no single, standardised, comprehensive source of granular capital information and risk adjusted performance metrics across the Group that could be displayed in a flexible manner, enabling users to view detailed or aggregated levels from numerous reporting perspectives.

The Solution

Consolidated model with relevant risk and finance data from a Global perspective across Personal, Business and Corporate Banking allowing for Return on Capital metrics at various levels of detail.

Metrics include:

• Risk Weighted Assets
• Tier 1 Capital
• Tier 2 Capital
• Headline Earnings
• Return on Regulatory Capital metrics
• Averaged Capital metrics

Benefits

• Single version of the truth.
• Complete picture of business. Ability to view metrics at a group level or account levels and various levels in between.
• Rules kept in central location.
• More automated monthly reporting for various stakeholders with different requirements.
• Granular source of Regulatory and Economic capital, return metrics and financial information across the Group.
• Allows for multi-currency reporting capability.
• Ability to compare and analyse Regulatory Capital and Economic Capital data alongside one another at various levels, i.e. trade, cost centre, business unit etc.
• Predefined as well as user-defined reporting