4-Xtra Extreme Value Modelling
Forecasting rare but probable extreme events, is the single biggest challenge for science and the whole of society. Unwanted extreme scenarios are ubiquitous across the board, be it environmental management where air quality, storms, floods, and climate change come into consideration or pandemic outbreaks, complex systems failures must be considered.
4-Xtra Synthetic Data Generation
- Do you have data confidentiality issues when building risk and forecasting models?
- Do you face any data privacy issues preventing the use of genuine data?
- Are you using or plan to use any synthetic data generation tools to protect identity/client confidentiality?
- Do you use machine learning-based applications in your enterprise?
- Do you have enough data to feed/train these applications?
- Are you facing a data scarcity problem, e.g.
Detech Optimizer
Detech Optimizer is a sophisticated next-generation decision-support tool for strategic balance sheet and risk management in financial institutions. The tool optimizes assets, liabilities and capital for long-term strategies and prepares decision-makers for numerous future scenarios simultaneously. It produces dynamic, multi-period financial strategies with concrete action plans that fulfill diverse management goals and priorities in uncertain operating environments.
Straterix Scenarios
Machine-Learning (ML) powered SaaS solution that automatically generates stress and CECL / IFRS 9 scenarios, projects balance sheet and income statement items on scenarios. The system supplies all necessary data to Fusion Optimum for results rendering and report generation.
Regulatory requirements such as CCAR, other stress tests, CECL, IFRS 9 force banks to incorporate macro-economic scenarios in business planning and post-COVID contingency planning. On top of that, Financial Institutions face questions from auditors considering the extreme events we have recently endured.