Regulatory Solutions
Simplifying compliance through technical innovation
Capabilities
Regulatory models + reporting suite
We evaluate regulatory challenges and leverage data models to help you keep compliant in era of heightened regulatory standards. We develop, stress-test and update reporting framework to ensure in-line with evolving compliance requirements.
Integrated Solutions + Platforms
We develop bespoke risk solutions including modeling, decision frameworks, rules and processes to help you identify, mitigate, and manage risk.
Case Study
Basel individual and institutional credit risk modeling
One of the large credit card company had been making progress to be fully Basel compliant in the last few years. Their credit exposure consisted of a variety of individual and institutional products covering both US and many international markets. We have been a key partner in creating, implementing, and revising both Basel Pillar I and Pillar II credit risk models since the inception of their journey to be fully Basel compliant.
Objective
- Develop the required Pillar 1 & Pillar 2 credit risk models
- Establish standard modeling procedures and result output templates to be used by all modelers
- Document key decision and approach rationales, modeling process, and results
- Address model validation, internal audit questions and requests
- Assist technology teams in model implementation, performance monitoring and tracking
- Assist with regulator exam preparation and address questions from regulators
Results
We were at the core of the team, working closely with clients to fulfill regulatory requirements:
