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Traverse Consulting, Inc

PeopleSoft EPM system integration and architecture consulting
since 2001

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Economic Capital

Often a more conservative measure for deriving RWA than those methodologies supporting the Basel calculations, the EC calculations focus on the same levels of risk that the regulatory bodies stress – credit risk, market risk, and operational risk.

PeopleSoft’s EPM is ideal for housing exposure data, but it lacks the ability to run the robust, actuarial calculations that are needed to determine credit risk parameters at the loan level. Most institutions realize this functionality is best met through applications that have evolved specifically to calculate these statistical factors. The obvious candidates in this realm are the SAS credit risk module, or similar products offered by Algorythmics or QRM.

With the provided estimations of risk factors for credit, op and market risk, EPM becomes the integration point to link these components to a single warehouse – a consolidated view of your profitability on a risk adjusted basis.

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