Regulatory Solutions

Simplifying compliance through technical innovation


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.
  • 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
We were at the core of the team, working closely with clients to fulfill regulatory requirements:
Built three generations of Basel Pillar I credit risk models for all the individual and institutional portfolios
Prepared tens of thousands of page documentation, standardized and automated modeling codes, model output in well-organized templates
Economic Capital
Created the first generation of Economic Capital models which uses Basel Pillar I model results as inputs
Stress Testing
Created the first generation of Basel and EC capital stress testing models for individual and institutional portfolios
Our Client successfully entered external parallel run and became fully Basel compliant
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T: +1 (201) 882 0222
F: +1 (347) 402 1066
85 Broad Street
Floor 16, 
Suite 13
New York, NY 10004
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