Designed to meet present and future regulatory requirements
AccuracyCalculate without simplification or approximation
TransparencyUncover black box and track at a granular level
FlexibilityLocalize to cater to unique needs
ElasticityScale the functionalities to fit with the right solution
SpeedLeverage HPC to optimize speed-accuracy
Enhance our solutions’ features in accordance with the latest banking regulation.
Forecast financial statements on a Market Consistent Valuation (MCV) basis.
Implement IFRS 9 with ready-to-use framework for Expected Credit Loss (ECL) model components.
Simulate with flexibility along a time axis for daily funding operations, accounts settlement, and investment planning.
Analyze the entire portfolio’s risk profile interactively from multiple perspectives such as business unit, region, industry, or other pre-defined segments.
Model and include extreme or black swan events in scenario analysis or stress testing with implementation of Johnson’s SU-normal distribution.