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CAPcalc
 
CAPcalc - Instruction Page
CAPcalc, the Minimum Regulatory Capital Requirement calculator (CAPcalc) is a calculation tool Subscribers can use (see Subscriptions page for profile reference and terms), to determine the regulatory capital required for a Financial Institution holding a portfolio of ABS (Asset Backed Security).
This tool meets information requirements of Financial Institutions regulated by Bank of Italy.
To run CAPcalc choose a Deal in the Deals database and then click

CAPcalc will enter you into the data input page.
The inputs required are the following (see example below):

   the amount of bonds held of every class (Senior, Mezzanine, Junior),
   the capital weighting for the asset class (See Bank of Italy Regulation for weighting factors),
   the deal features (by filling the appropriate box on the right),
   the risk assessment capability of the bondholder (by filling the appropriate box on the right).
Find the main features of the selected Deal.

Input:

   the amount of bonds held of every class (Senior, Mezzanine, Junior),
   the capital weighting for the asset class (See Bank of Italy Regulation for weighting factors),
   the deal features (by filling the appropriate box on the right),
   the risk assessment capability of the bondholder (by filling the appropriate box on the right).

Click SUBMIT to compute and obtain the results.
* (The following fields are reported in Italian according to Bank of Italy definitions)
By clicking CAPcalc shows the outputs.

CAPcalc - OUTPUT
The results are (denominated in euro):

1.   the RAC (regulatory capital requirement for securitized assets),
2.   the regulatory capital requirement for the Senior tranche,
3.   the regulatory capital requirement for the Mezzanine tranche,
4.   the regulatory capital requirement for the Junior tranche.
Find the result of your inputs:
CAPcalc reports, once more, the main features of the selected Deal in order to allow the Users to run new computations varying the inputs.

The output page is reported in the below example.
Find the main features of the selected Deal
You can run new computations by varying the inputs.

Fill in the boxes below, then click submit to display the results.
* (The following fields are reported in Italian according to Bank of Italy definitions)