Kepler IFRS 9

Integrating risk, finance, modelling and accounting to deliver IFRS 9 compliance and business decision support  

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The gold standard in IFRS 9 automation

With increasing scrutiny by regulators and auditors alike, it’s time to move from piecemeal automation and adopt the gold standard of IFRS 9 automation - Kepler IFRS 9

Kepler is really fast

Entire ECL for 220 million cash flows in under 10 minutes on commodity hardware

5.23

mins

Cash flow generation

1.87

mins

ECL model runs (EAD, PD and LGD)

2.19

mins

Pooling, staging and accounting 

An end-to-end IFRS 9 platform

Kepler provides institutions with the capability to simulate scenarios, project and predict outcomes and assess potential credit losses in a forward looking manner to manage credit risk and earning volatility

Data ingestion and validation

Pipeline, ingest and cleanse data from a large number of transaction and position keeping system

Accounting workflow

Multi-jurisdictional internal and regulatory rules covering accounting workflows for customer segmentation, pooling, stage transition, curing, PD and LGD flooring and financial disclosures

Risk forecasting and management

Virtually unlimited optimization or stress scenarios to understand balance sheet, earnings and risk movements using high-speed compute

Model
management

Develop, deploy, host and validate all IFRS 9 PD, LGD and EAD models across portfolios and covering a wide range of statistical methodologies

Empowering users through
enhanced configurability

Accounting

Pre-built and configurable SPPI and business model tests covering all treasury and banking book products

Select from multiple EIR computation and fee amortization methodologies

Configurable stage transition rules to support multi-jurisdictional and product specific modalities

Configurable and pre-built stage curing rules 

Generate reports and disclosures for any given date, product, portfolio, entity or group

Generate ECL and EIR entries for in consolidation format necessary

Pre-configured financial statement disclosures at the click of a button

Pre-built regulatory reports for multiple juridisctions

Kepler IFRS 9

Risk forecasting and management

Cash flow generation for a wide variety of traditional and Islamic banking products

Cash flow generation for treasury products and financial instruments

Front-end configuration manager for pooling, staging, modelling and ECL methodology

Ability to generate cashflows and interest flows for EAD computation

Choose from a large library of PD, LGD, EAD and forecasting models or build your own

Simulate future positions and portfolios using budgeted parameters and run-off assumptions to project expected credit loss

Stress portfolios for specific risk factors

Simulate impact on financials for movements in staging under different conditions 

Kepler IFRS 9

Model management

Large library of pre-built and validated PD, LGD and EAD methodologies

Host your own models

Calibrate models at pre-defined intervals with incremental data refreshes

Use test models using pre-built libraries of parameter specific tests

Generate model validation results at the click of a button

Maintain repository of all validation results across validation periods

Auto-generate model validation reports in formats conducive for audit, regulatory and internal reporting

Kepler IFRS 9


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