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For global banks and financial institutions tasked to comply with IFRS9, CECL and meet stress testing obligations, Z-Risk Engine® (ZRE) is a proven, cost and time-efficient route to regulatory signoff.
ZRE, brought to you by London-based Aguais And Asscoiates is a powerfully accurate, purpose-built solution combining a suite of SAS®-based software and expert credit risk consultancy. It is designed to support clients to successfully satisfy complex regulations, save time and money, and stay in charge of compliance programs.
At its core, ZRE provides a single integrated, customizable batch analytics platform for wholesale credit portfolios and works with a bank’s own credit models. It is uniquely able to unlock industry and regional credit cycles to accurately convert existing credit models – across TTC PD, LGD and EAD – into point in time (PIT) measures.
The Z-Risk Engine solution incorporates 150 person years of direct investment and experience in developing, validating and integrating with wholesale credit models, across multiple financial institutions. As pioneers of the dual PIT-TTC framework, and having implemented the approach for the first time in 2005, the ZRE team has successfully achieved Basel 2 Waivers at leading global investment banks.
Today, ZRE, with its unique credit cycle methodology, is helping global banks and institutions accurately predict the 'future' of their credit risk.