Diasoft: RWA calculator

Main article: Definition of Business Intelligence

2024: Development of the "RWA calculator"

Diasoft is developing a RWA calculator product for calculating credit risk. The product will be based on the Digital Q.Risk & Compliance and Digital Q.Reporting development platforms, as well as the Digital Q.Sensor data visualization technology platform.

The credit risk calculation is based on 4 steps:

1. Prepare the data.
2. Classify assets.
3. Calculate credit risk key figures.
4. Generate reporting and visualization.

The product supports the exchange of data with any information system of the bank, including Diasoft products for accounting and reporting. It is also possible to load and transform ready-made indicators for calculating risk indicators.

The RWA Calculator calculates all components of credit risk for all classes and subclasses of credit claims.

The "RWA calculator" is flexible and allows you to take into account any features of the method of calculating indicators:

• selection of calculation models from pre-configured ones, their adjustment, if necessary;
• Automatic or manual classification of transactions by segment
• Use a ready-made parameter set to calculate or manually set the parameters you want, specifying their priority.

The product generates data marts for regulatory and management reporting with a complete list of indicators involved in risk calculation - detailing is available up to transactions. Based on the prepared storefronts and calculated indicators, reporting forms, interactive graphs and dashboards are configured.

The results of calculating the components of credit risk according to the TEC method (bank credit risk assessment based on internal ratings) are available on a daily basis. It is possible to conduct an audit of the entire data preparation and calculation process.

To calculate credit risk, bank employees spend a lot of resources on data preparation. The management of calculations and the storage of their history is often haphazard. The RWA calculator will help to systematize the calculation of credit risk. It is a "constructor" with great ability to configure calculations according to the necessary parameters. The RWA calculator will be implemented on an import-independent stack, which is especially important in the context of the need to choose a reliable alternative to popular Western solutions that have left the Russian market, said Olga Shiryaeva, head of products at the Data Economics department of Diasoft.