One single solution covering all types of corporate and commercial credit modules (PD, LGD and EAD) and all types of wholesale portfolio.
Our trusted approach has been approved twice by UK regulators under Basel II – corporate and commercial portfolios – deliverables support internal/external validation/approval.
Approved (regulatory and accounting) Integrated solution for major global banks for IFRS9, Stress Testing & Climate Risk/Portfolio Loss Estimation in a single platform.
Highly accurate IFRS model using Full Point-in-Time (PIT) conversion of bank’s own Hybrid internal credit models by incorporating detailed credit cycles.
Advanced, cost effective and robust technology with auditable micro-services Python system platform and architecture including cloud-based implementation.
Over 18 year track record, highly focused knowledge, and experience in developing, implementing, and approving IFRS9 and IRB credit models.
Efficiency improves and costs are reduced as IFRS9 models (Wholesale and Commercial) do not need to be re-developed for every IRB model update.
