Dr. Scott D. Aguais
Founder and Managing Director
Dr. Aguais has over 30 years’ experience developing and delivering advanced credit analytics solutions for large banking institutions. He led the successful Basel II Waivers at Barclays Capital and RBS, including leading the industry in implementing the first advanced Dual Ratings approach using both Point-in-Time (PIT) and Through-the-Cycle (TTC) risk measures.
He then established the Z-Risk Engine (‘ZRE’) solution which uses the PIT/TTC methodology to support IFRS9/CECL and Stress Testing. A recent Case Study at DBS bank in Singapore outlines their implementation and business benefits of using ZRE.
Dr Aguais holds a PhD in Economics.