What does Optimizer do?

It provides a transparent solution that delivers integrated data analysis, analytics and reporting capabilities. It augments the capacity of your teams to measure and manage regulatory risk in a continuously changing environment.

It offers a set of machine learning algorithms to help banks improve their data quality and portfolio mix to optimize their regulatory capital requirements and P&L. It comes with unseen anomaly detection, root cause analysis and remediation capabilities.

Key Features

Portfolio Optimizer

Optimisation of RWA/RAROC based on predictive and prescriptive Machine Learning
Provides guidance on commercial and credit decisions, e.g. optimal portfolio mix

Benchmark Data

Automated access to benchmark data different sources
Banks can use data as a strategic asset for business

Auto Data Quality

Recurrent Data Quality tasks from days to minutes
Automatic Machine Learning based impact analysis (focus on business acumen)

E2E Consistency

End to end view of the process and issues – unseen traceability of data
Algorithms detecting unexpected non-linear relationships

For whom is Optimizer designed?

The solution is aimed to be used by risk data analysts, CROs and teams coordinating regulatory credit risk management activities across their organizations, project managers responsible for Basel/IFRS9 programs and credit and business areas.