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Scott Aguais Managing Director at Z-Risk Engine

Profile

Dr. Scott D. Aguais has over 28 years experience developing and delivering advanced credit analytics solutions to large banking institutions. He is currently MD of Aguais & Associates Ltd which provides the Z-Risk Engine solution for IFRS9 and Stress Testing. Prior tofounding AAA, he spent 10 years delivering credit models and analyticsthrough consulting at DRI/McGraw-Hill, AMS and KPMG. He then moved on to Algorithmics and has spent the last 12 years developing advanced credit models and supporting the successful Basel II Waivers at Barclays Capital and RBS.During this time Dr. Aguais and his team pioneered the design, development andimplementation of the first advanced Dual Ratings approach using bothPoint-in-Time (PIT) and Through-the-Cycle (TTC) risk measures to support avariety of financial business objectives - this PIT TTC ratings framework isnow a key component supporting IFRS9 and Stress Testing initiatives at banks. 

Agenda Sessions