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Brought to you by Aguais And Associates, this advanced suite of software solutions for IFRS9/CECL and Stress Testing (PRA/EBA/CCAR) has been developed and refined over the last 10 years and is launching in September 2016.
Z-Risk Engine provides a single integrated customizable, batch analytics platform for wholesale credit portfolios to successfully satisfy complex regulations. This SAS® software based solution can be implemented in a dynamic batch process with existing credit models. It incorporates an advanced credit analytics framework designed to unlock credit cycles – the key component of accurately projecting ECL impairments.
The Z-Risk Engine solution has over 150 person years of direct investment and related experience, developing, validating and integrating ZRE with wholesale credit models across multiple financial institutions. As pioneers of the dual PIT-TTC framework, and having implemented this approach for the first time in 2005, the team successfully achieved Basel 2 Waivers at two large UK global investment banks.