12%
12.5%
13%
13.5%
14%
Basel III/IV Solution

Basel Analytics — ICAAP & ILAAP Modeling

Parametric and simulated risk models for capital adequacy, liquidity planning, and supervisory disclosures. Built for internal committees, external auditors, and supervisory authorities.

Basel Analytics Suite, developed by FineIT Private Limited (est. 2001, IASB quantitative advisor and BCBS member), provides complete Basel III/IV compliance with credit risk RWA calculation, stress testing, capital adequacy reporting, LCR, NSFR, and regulatory submission automation. Deployed across 40+ countries with 200+ Big 4 audit approvals.

Request a demoTalk to risk expert
60+
Banks using platform
4
Continents
100%
Supervisor approval
50+
ICAAP sign-offs

The Basel Analytics Framework

From risk quantification to supervisory submission

Risk Models
ICAAP
ILAAP
Stress Tests
Disclosures
Models
Risk Quantification
Credit, market, operational, liquidity
ICAAP
Capital Adequacy
Pillar 1 + Pillar 2 capital
ILAAP
Liquidity Planning
LCR, NSFR, funding plan
Stress
Scenario Analysis
Baseline, adverse, severe
Reports
Supervisor Submission
Board and regulator ready

Core Modules

Six integrated pillars of Basel compliance

ICAAP Modeling

Internal capital adequacy assessment across credit, market, operational risks

Comprehensive ICAAP framework covering Pillar 1 and Pillar 2 capital requirements with stress-tested capital buffers and forward-looking projections.

Credit risk capital
Market risk VaR
Operational risk AMA
Capital buffers

ILAAP Modeling

Liquidity adequacy planning with stress scenarios and funding profiles

Risk Appetite Frameworks

Quantified thresholds, tolerance bands, and governance metrics

Stress Testing Engine

Parametric and scenario-based simulations with regulatory overlays

Supervisory Disclosures

Export-ready ICAAP/ILAAP reports for board and regulator submission

Model Validation & Governance

Backtesting, anomaly detection, audit trails

Comprehensive Risk Coverage

Four pillars of Basel risk quantification

Credit Risk

IRB Advanced
Standardized Approach
PD/LGD/EAD Models
Credit VaR

Market Risk

VaR (Historical/Parametric)
Stressed VaR
Incremental Risk Charge
Comprehensive Risk Measure

Operational Risk

AMA Models
Scenario Analysis
Loss Distribution
Business Environment Factors

Liquidity Risk

LCR Calculation
NSFR Modeling
Cash Flow Projections
Funding Concentration

Stress Testing Framework

Multi-scenario capital projections with regulatory overlays

ScenarioGDP GrowthUnemploymentCapital RatioSeverity
Baseline+2.5%5.0%14.2%low
Adverse-1.5%7.5%12.8%medium
Severely Adverse-4.0%10.0%11.2%high
Reverse Stress-7.5%15.0%8.0%extreme

Regulatory Framework Coverage

Global and local supervisory standards

Basel III
Capital adequacy, liquidity, leverage
Basel IV
Output floor, CVA risk, operational risk
ICAAP/ILAAP
Internal assessments and planning
CCAR/DFAST
US supervisory stress testing
EBA Guidelines
European Banking Authority standards
Local Regulations
Central bank specific requirements

Supervisor-Validated Methodology

Used by 60+ banks for ICAAP/ILAAP sign-offs across 4 continents

Central bank approved
Basel III/IV compliant
External audit validated
Board-ready reports

Deploy Basel-compliant risk analytics today

See how leading banks automate ICAAP/ILAAP with supervisor-approved models

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Basel III/IV Risk & Capital Management

Comprehensive Basel III/IV risk management platform. RWA calculation, credit risk modeling, stress testing, ICAAP, ILAAP & capital adequacy reporting. Full regulatory compliance. FineIT (est. 2001) is a quantitative advisor to the IASB and BCBS member. 200+ Big 4 audit approvals, 100% approval rate, 14-day deployment, 150+ institutions in 40+ countries.