Article

Risk.net Article, June 17

Featured in the June edition of Risk.net, this article on the potential volatility of IFRS9 loss projections where Z-Risk Engine (ZRE) MD, Dr Scott D. Aguais provides key commentary and explanation on how the ZRE solution is well placed to meet these new challenges.

June 2017
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Presentation

RiskMinds International 2016

Presentation given by Dr Scott D. Aguais at RiskMinds International in Amsterdam, December 2016. This covers the importance of credit cycles in modelling ECLs and how to implement an integrated architecture for IFRS9.

December 2016
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Article

Some Options for modelling Significant Deterioration in IFRS9

In this study, we model IFRS9 Significant Deterioration from an end-to-end perspective covering topics such as PIT PD term structure, data based triggers, trigger design, threshold levels and implementation. 

Published Journal of Risk Model Validation, Q3 2016 edition

Contact us for the final published article or access it directly here.

September 2016
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Introduction to Z-Risk Engine: advanced analytics to support global banks and institutions with IFRS9/CECL and Stress testing

Developed on a SAS platform, Z-Risk Engine can be implemented in a dynamic batch process with your existing credit models.

Interview with Gaurav Chawla, Team Lead – Models And Methodologies at RiskMinds International, December 2016

Gaurav's talks through key benefits of the Z-Risk Engine methodology through harnessing the credit cycle index.

Riskminds interview with Dr. Scott D. Aguais

December 2015; What the future looks like with PITs