Approved IFRS9 and CECL / Stress Testing solution offering advanced accuracy and analytics.

Z-Risk Engine is an IFRS9 approved (regulatory and accounting) and CECL / Stress Testing integrated solution for major global banks – all on a single platform.

Highly accurate IFRS model using Full Point-in-Time (PIT) conversion of bank’s own Hybrid internal credit models by incorporating detailed credit cycles, delivering up to 30% reduction in modelling operational costs.

The Z in Z-Risk Engine

'Z' represents our notation for Credit Cycle indices, which we first published in our technical papers in 1998. From there on, the industry started using 'Z' as a notation for systematic credit factors. 'Z', the credit cycle indices, are at the core of Z-Risk Engine and are key to measuring PIT risks in our advanced solution.

Credit Cycles Matter

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