Integrating risk, finance, modelling and accounting to deliver IFRS 9 compliance and business decision support
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
Cash flow generation
ECL model runs (EAD, PD and LGD)
Pooling, staging and accounting
Pipeline, ingest and cleanse data from a large number of transaction and position keeping system
Multi-jurisdictional internal and regulatory rules covering accounting workflows for customer segmentation, pooling, stage transition, curing, PD and LGD flooring and financial disclosures
Virtually unlimited optimization or stress scenarios to understand balance sheet, earnings and risk movements using high-speed compute
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
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
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
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