Three engines. Rapid deployment. Full ownership.
Pre-built, fully-editable tooling that compresses IFRS 9, stress testing and SME credit risk implementation timelines from months to weeks. Each tool is delivered as an Excel artefact with no proprietary lock-in, no licence fees, and full methodology documentation. Configurable to every GCC central bank framework.
ECL Engine
A fully automated IFRS 9 ECL computation engine for banks, NBFCs and fintechs. Reduces implementation timelines from months to weeks.
- PD model integration. Statistical (logistic regression, survival analysis) and expert-based approaches. Through-the-cycle and point-in-time calibration.
- LGD & EAD computation. Segment-specific LGD with collateral haircuts and cure rate adjustments. EAD with CCF estimation for off-balance sheet exposures.
- Staging engine. Automated Stage 1/2/3 classification with configurable SICR triggers (quantitative and qualitative). Backstop criteria and override governance.
- Macro overlay. Three-scenario integration (Good / Base / Bad) with configurable probability weights. Scenario-weighted ECL aggregation at portfolio and segment level.
- Audit trail. Full version control, assumption documentation, and change log. Designed to withstand external audit and regulatory examination.
Deployment: Excel-based for rapid deployment, with Python/SQL upgrade path for institutions requiring database integration. Standalone or embedded in a full IFRS 9 implementation.
| Stage | Exposure | ECL | Coverage |
|---|---|---|---|
| Stage 1 | 4,250 | 12.4 | 0.29% |
| Stage 2 | 680 | 28.1 | 4.13% |
| Stage 3 | 142 | 61.3 | 43.17% |
| Total | 5,072 | 101.8 | 2.01% |
Illustrative dashboard rendering — synthetic dataset shown for demonstration.
| Risk category | Stress scenario | Minor | Moderate | Major |
|---|---|---|---|---|
| Credit Risk | Counterparty concentration failure | Top 4 | Top 7 | Top 10 |
| Stage 2 & 3 migration | +15% | +25–30% | +50% | |
| IFRS 9 macro scenario weight shift | 30/40/30 | 10/40/50 | 0/25/75 | |
| Market Risk | IRRBB (parallel shift) | ±100bp | ±200bp | ±400bp |
| Foreign exchange shock | 5% | 10% | 15% | |
| Equity portfolio price decline | 10% | 15% | 25% | |
| Liquidity Risk | Top depositor withdrawal | Top 2 @ 50% | Top 4 @ 75% | Top 6 @ 100% |
| Total deposit run | 5% | 10% | 20% | |
| Other | Correspondent bank failure | Calibrated | Calibrated | Calibrated |
| Wakalah / FI portfolio / Subsidiary | Calibrated | Calibrated | Calibrated |
Stress matrix matches the engine's centralised scenario control dashboard.
13-Scenario Stress Testing Tool
A comprehensive, Board-ready stress testing model with centralised scenario calibration. Covers credit, market, liquidity and operational risk across Minor, Moderate and Major severity levels.
- Centralised Stress Control Dashboard. Single calibration point for all scenarios across credit, market, liquidity and operational risk.
- Balance sheet and P&L integration. Direct linkage between stress assumption, P&L impact and capital ratio movement.
- Automated capital impact summary. CET1 ratio trajectory under each scenario with explicit triggers for recovery plan activation.
- Color-coded inputs and validation. Inputs, formulas and validation cells visually separated — making the model navigable for new users.
- Board-ready output format. Standard reporting templates ready for Board pack and supervisory submission.
Deployment: 2-4 weeks for a typical institution. Configurable to all six GCC central bank frameworks.
SME Credit Rating Model
Standalone SME borrower grading and ECL on a 10-grade rating scale, with Stage 1/2/3 segmentation, watch list, and full audit trail. Purpose-built for finance companies, NBFCs, SME-focused banks, and fintechs where SME is the core book.
- 10-grade rating scale. AAA (Excellent) through D (Default), with explicit grade-band definitions calibrated to GCC SME risk profiles.
- Borrower workspace. End-to-end rating workflow from financial-statement input to grade, stage, exposure and ECL — all in a single editable file.
- Stage 1/2/3 segmentation. Performing / Watch / Default classification mapped to grade bands, with configurable SICR overrides.
- Watch list management. Dedicated Stage 2 and Stage 3 monitoring with sector, exposure and rating context.
- Portfolio dashboard. Weighted-average PD, total exposure, total ECL, and average grade — at portfolio and segment level.
Standalone tool. Designed for institutions where SME is the core book — not an add-on to a broader ECL Engine deployment.
Illustrative portfolio — synthetic dataset shown for demonstration.
Tool deployment FAQ.
Are the tools delivered as fully editable Excel?
Yes. Every tool is delivered as a fully-editable Excel artefact with no locked formulas, no proprietary platform dependency, and no licence fees. Optional Python/SQL upgrade paths exist for institutions requiring database integration. The IP belongs to the client.
Can the tools be deployed standalone?
Yes. Each tool is designed for standalone deployment in 2-4 weeks for typical institutions. They can also be deployed as part of a broader IFRS 9, ICAAP, or stress testing implementation engagement, in which case they're configured against the engagement's methodology specifically.
Do the tools support all six GCC central banks?
Yes. All three tools include calibration parameters and reporting templates for CBUAE, SAMA, CBB, QCB, CBK and CBO. Cross-border subsidiaries can be modelled with parent and home-country regulator views simultaneously.
What's the typical engagement scope around a tool deployment?
For tool-only deployments: 2-4 weeks of configuration, calibration to the institution's portfolio, methodology paper customisation, and team training. For tools embedded in a broader implementation: the tool slots into the engagement timeline — typically saving 4-8 weeks compared to building from scratch.
Want to see how a tool fits your portfolio?
We'll walk through the relevant tool against your specific institution and portfolio profile. No demo theatre — straight to whether it fits.
Request a walkthrough