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Risk solutions

We build models that help banks, insurers and leasing companies measure borrower and portfolio risk: scoring, stress tests, liquidity management. The methodology is documented so the auditor and the regulator accept it.

what clients bring
  • Lending decisions are made without one consistent risk model
  • Interest-rate and liquidity risk are only visible after the fact
  • The regulator requires stress tests and there is nothing to build them from
  • IFRS 9 provisions are computed by hand
what they get
  • Scoring and PD, LGD, EAD models
  • IFRS 9: expected credit loss (ECL) calculation
  • ALM: asset and liability management, interest-rate risk and liquidity
  • Stress tests and macro scenarios
  • Financial and regulatory reporting
  • Methodology and validation report
Platforms

What we use

Trisigma Analytica

One of our two core offerings. Built in-house for banks, lenders and insurers: IFRS 9, ALM, lending and reporting.

7 solutions →
Where we use it

Industries

Banks

risk assessment, liquidity and regulatory reporting

Insurance

pricing on actual loss experience and fraud detection

Lenders & fintech

scoring and onboarding in minutes

Regulators

supervision on data, not paper returns

ifrs 9 solution

The provision on one loan

A loan of KGS m. Probability of default within a year: %, over its life: %. If it defaults we lose %. Stage .

PROVISION (ECL)
1.30KGS m
EAD × PD12m × LGD = 120 × 2.4% × 45%
st. 11.30
st. 24.86
st. 354.00

Simplified: no discounting, repayment schedule or scenario weighting.

write to us

The first 30 minutes are a free review of your problem

info@trisigmaerm.com
Discuss a project Request an IFS Cloud demo
office36K Lev Tolstoy St, Bishkek 720001, Kyrgyzstanshow on the map ↗