Capital Monitoring
We build the point-in-time capital position your ALCO works from: balance sheet movements, CET1 and total capital ratios, and the surplus or shortfall against requirement.
Bank Capital
Management
How much capital you hold today, how much the business needs on its own view, and the limits the board sets around both.
Capital Management Deliverables
Economic Capital Modelling
We build and validate your own internal view of the capital the business needs, independent of the prescribed formulas, and forecast it across the plan so it can carry return on capital decisions.
Risk Appetite
We convert the board's risk appetite into a statement of measurable limits and triggers linked to the capital number.
Automated Reporting Packs
We build your capital committee and board packs directly from model output, and design the annual internal assessment of risks and capital as one continuous process rather than a year-end exercise.
Banking Case Studies
Banking
Independent validation of a Pillar 2A concentration add-on
A European bank needed to know that the capital it holds against concentrated lending would stand up to scrutiny, so it asked us for an independent view of the model behind the number.
Banking
Redeveloping every IFRS 9 model across two portfolios
A UK lender needed every model in its IFRS 9 expected credit loss suite rebuilt, at the point when the team that had built them was no longer there.
Frequently Asked Questions
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The useful partner tells you where the framework is costing you capital that it need not. At Gini we run the gap analysis against the standards as they will apply, optimise the standardised approach where the data supports a lower risk weight, quantify Pillar 2A, and build the capital plan and the monitoring your ALCO works from.
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Usually in the data rather than the method. Exposures sit in a higher risk weight bucket because the loan-to-value is stale, the property type is unrecorded or the small business indicator was never captured, and correcting the record moves the weight legitimately. Gini quantifies the release before the remediation is commissioned, so you can see which fixes are worth making.
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Yes. At Gini we recalculate risk weighted assets and the capital ratios from your own exposure data and explain every difference from your reported figure. Where the review finds the calculation sound, you hold evidence of that for your board. Where it does not, you hold the specific exposures or mappings to correct.
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Gini quantifies it component by component, each priced as an addition to capital with the method and the data stated: credit concentration by name, sector and region, interest rate risk in the banking book, pension obligation risk and operational risk. The quantification and the ICAAP narrative come off the same models, so the document and the number cannot drift apart between assessments.
