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IFRS9 provisions plausibility engine
Earlier in 2018, the new methodology came into force – IFRS9. Our team has been tasked with challenging implementation of calculation engine for IFRS9 Provisions for the RBI retail risk methodology and validation department. The provisions plausibility engine is used to verify the correctness of data provided by individual banks in the RBI group. It also serves as a reference implementation in the initial phase of the entire group IFRS9 project.
International corporation in field of finance
Digital transformation for an international corporation
For the international finance corporation, we have solved several projects in the field of digital transformation of internal processes.
Credit Risk stress testing tool
A frequent and significant exercise for banks is to simulate scenarios of future developments and their impact on the portfolio. These stress test scenarios are also time-defined by the regulators. One of them is the stress test required by EBA in 2018 (https://www.eba.europa.eu/-/eba-publishes-2018-eu-wide-stress-test-results).
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PDI SAS Reader
We use open source tool Pentaho Data Integration and it has one little, yet important exception. The input step isn't able to read compressed SAS datasets. After discussing different options, we opted to roll out our own solution.