THE ANALYTICS BOUTIQUE

Our Approach

With our approach, the institution retains full control over its analytics.

The Analytics Boutique uplifts the analytics of your institution by providing software solutions that:

  • Enable user friendly and transparent analytical processes
  • Bring in industry standards and best practices in analytics
  • Provide full model governance with audit trail, user control and thorough reporting features
  • Minimise model errors as a result of the elimination of manual processes
  • Reduce dependence on highly skilled analytical coding experts due to the automation of analytical processes and data flows
  • Deliver full model validation features

THE ANALYTICS BOUTIQUE

Our solutions cover the following areas of
risk management and measurement

> Operational risk management and modelling software solutions:

    • Structured Scenario Analysis: web based solution for planning, developing and modelling risk scenarios under structured expert judgment methods. It determines the money value of risk and the NPV of mitigation actions
    • OpCapital Analytics: OpRisk capital modelling for Pillar 2, using hybrid model approach integrating internal and external loss data and scenario analysis
    • OpRisk Loss Forecasting: time series modelling of operational losses to create prediction models based on macroeconomic variables, KRIs, KCI or else. It can be used for the stress testing of operational risk

> Credit risk management and modelling software solutions:

    • Lightening Machine Learning: Credit Risk predictive models generation engine (data preparation, scoring, rating, PD, LGD, early warnings etc.) including times series analysis for stress testing and loss budgeting
    • Credit Portfolio Risk Model Analyser: credit economic capital calculation and allocation engine
    • AccelerisLoan Management: web-based solution for loan origination, borrower rating and spreading and loan pricing including workflow management and robust control and approvals framework

> Integrated Financial Resource Management web-based solution:

    • Projects full financial statements under any macroeconomic or business scenarios, including stress test scenarios, with close to unlimited number of macroeconomic and business variables
    • Provides an integrated and consistent analysis of P&L, BS, capital requirements and availability and liquidity resulting from simulated scenarios
    • Assesses the entity’s strategy impact on the financial statements accommodating both business, macroeconomic and risk variables
    • Fully customizable in terms of business units, financial statements items, macroeconomic models, projection variables, users, reports and more

> Other solutions:

    • ModelRisk View: permits the management of model risk along the model’s life cycle through a robust workflow, flexible reporting and alerts framework
    • BrandRisk implements a solid framework to manage the risks affecting brands and their impact in the financial value of the brand asset
    • Solutions for MS Office based applications: Excel Webisiertransforms an Excel application into a web-based solution; ETL40 is an ETL engine intra MS Office products for transferring information across Excel spreadsheets, Word and PowerPoint and building customised reports
    • Residual Value Calculation: automates the calculation of residual value in leasing contracts

THE ANALYTICS BOUTIQUE

Operational risk quantification and capital