Domain 06 · Regulatory & Compliance
Basel IV, FRTB, MiFID II.
Every framework,
one platform.
30 functions covering capital adequacy, reporting obligations and compliance metrics across the major regulatory frameworks applicable to UK and EU financial institutions. From Basel IV output floor to MiFID II best execution and EMIR trade reporting.
30
Functions
6
Categories
Basel IV
Standard
FRTB
Compliant
Function library
30 Regulatory functions
Showing all 30 functions
Key capabilities
Built for institutional precision
Basel IV Capital Stack
Full computation of CET1, Tier 1 and Total Capital ratios with all deductions, buffers (CCB, CCyB, G-SII, O-SII) and the new output floor binding constraint.
FRTB SA & IMA
Sensitivity-Based Method for SA: delta, vega and curvature risk charges per asset class. IMA: stressed ES, NMRF capital charge and P&L Attribution Test thresholds.
MiFID II Algorithm Documentation
Auto-generates FCA-compliant algorithm documentation covering decision logic, controls, kill-switch procedures and annual self-assessment per RTS 6.
Regulatory alignment
Standards covered
✓
Basel IV — CRR3 (EU) / PRA Rulebook (UK)
Output floor at 72.5%, revised SA, new market risk and CVA framework effective 2025.
✓
FRTB — CRR2 Article 325 / PRA SS13/13
Fundamental Review of the Trading Book — SA sensitivity method and IMA with P&L Attribution Test.
✓
MiFID II — Markets in Financial Instruments
Transaction reporting, best execution, algo documentation and systematic internaliser obligations.
✓
EMIR — European Market Infrastructure Reg.
Mandatory clearing, margin requirements, trade reporting to trade repositories and risk mitigation.
API example
Regulatory & Compliance endpoint
POST /api/v1/regulatory/cet1
{
"common_equity": 500000000,
"deductions": 45000000,
"rwa_total": 3200000000
}
→ cet1_ratio: 14.22%
→ cet1_surplus: 130400000
→ combined_buffer: 7.0%
{
"common_equity": 500000000,
"deductions": 45000000,
"rwa_total": 3200000000
}
→ cet1_ratio: 14.22%
→ cet1_surplus: 130400000
→ combined_buffer: 7.0%
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