Home / Solutions /
IRB Credit Risk Monitoring: Streamlined and Supervisory Ready
An end-to-end platform and specialist team that gather, validate, calculate, and file every data point your bank needs for Internal Ratings-Based capital calculations, freeing you from spreadsheet sprawl and last-minute surprises.
Integrated Data Ingestion
IntegraLynx connects to core banking, deal capture, collateral, and treasury systems through flexible adapters and an extensible REST API, ingesting granular contractual cash-flows, collateral values, and behavioural data in native formats. The platform reconciles and normalises feeds against the common data model used in the Basel Framework, eliminating the manual mapping work regulators flag as a key source of RWA variability.
Advanced Risk Modelling Engine
Our engine applies the Basel III risk-weight functions for corporates, sovereigns, and banks, estimates PD, LGD, and EAD parameters using methodologies aligned with the EBA’s PD – LGD Guidelines, and incorporates downturn scaling in line with CRR. Scenario libraries cover slotting, specialised lending, and counterparty credit risk using the Basel internal models method. Calculations are distributed across a cloud cluster, delivering intraday RWA refreshes even for multi-million-exposure portfolios.
Governance, Validation, and Model Risk
IntegraLynx embeds the three-lines-of-defence expectations in the EBA Supervisory Handbook on IRB validation. Every model version is linked to underlying data, assumptions, challenger tests, and approval minutes. A built-in validation workbench automates discriminatory power, calibration, and stability testing recommended by leading model-risk frameworks.
We didn’t have the resources to build our own system so we transferred the risk. Resolve moved hell and high water to get the project in on-time.
Business Change Programme Director, global insurance client
Regulatory Change Management
Resolve’s regulatory team monitors Basel Committee publications, EBA technical standards, and ECB SREP feedback. Updates to risk-weight functions, output floor rules, and reporting taxonomies are released via zero-downtime patches, ensuring continued compliance as future Basel updates phase in. Clients receive annotated release notes and impact analytics before any change reaches production.
Transparent Audit & Secure Filing
All calculations are traceable from portfolio snapshot to final COREP template, with immutable logs meeting ECB Internal Models Investigation standards. Encryption, granular RBAC, and EU-resident data centres align with EBA outsourcing and ICT guidelines. One-click export pushes validated figures and XBRL reports directly to national competent authorities, shortening submission windows and reducing operational risk highlighted in recent ECB research.