Risk Capital Module
Managing risk capital more efficiently
- RCM is an absolute measure of risk;
- Calculates absolute levels of credit support for senior debt on a single mortgage or pool;
- Can be adapted by a funder to support an acceptable level of credit risk / senior debt;
- Applies to a single mortgage or portfolio, and can be re-calculated on a monthly basis
RCM fits with ASIC and APRA regulatory requirements for risk management and the calculation of regulatory capital
Target market is ADIs and regional banks, and managers of mortgage funds