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Z-Risk Engine
Integrated credit risk solution for IFRS 9, CECL and stress testing on a single platform.
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Overview
Z-Risk Engine is an integrated credit risk solution that brings IFRS 9 and CECL impairment together with stress testing on a single platform. It applies credit cycle indices to banks' own credit models to convert them to point-in-time risk measures.
Used by banks for regulatory and accounting compliance, the platform supports consistent credit risk measurement across impairment and stress-testing exercises, helping institutions reduce modelling effort while meeting Basel, IFRS 9 and CECL requirements.
Key Features
- + Integrated IFRS 9, CECL and stress testing
- + Credit cycle indices applied to bank models
- + Point-in-time credit risk conversion
- + Regulatory and accounting compliance
- + Consistent measurement across impairment and stress tests
- + Single-platform credit risk modelling
Integrations
Open APIRisk data systems
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