The dual risk engine for credit loss — IFRS 9 for every bank, AAOIFI FAS 30 for Islamic finance.
One governed platform with IFRS 9 at its core — the ECL standard every bank must meet, conventional or Islamic — plus an AAOIFI FAS 30 overlay and dual reporting for the Islamic institutions that need it. Close the quarter with confidence, cut provisioning surprises and hand regulators, auditors and Shariah boards an immutable trail they can follow line by line.
We help financial institutions find the golden equilibrium — growing the loan book where the risk-adjusted return is positive, and provisioning defensibly where it isn't.
v2 in preview: AI-agent integrations that monitor portfolios continuously, surface early-warning credit signals and orchestrate governed actions on your behalf.
Provisioning still runs on spreadsheets and black boxes.
Whether you close under IFRS 9 or AAOIFI FAS 30, staging logic is hard-coded, overlays land in the P&L with no maker-checker trail, and numbers move between systems without lineage. Provisioning surprises every quarter, painful audit walkthroughs and a risk engine no one can fully defend in front of the regulator — or the Shariah board.
One governed platform. Every number traceable.
Ingest portfolios into the RDM canonical model, extend it on the fly for custom reporting, run staging and ECL under transparent rules, govern overlays under maker-checker, and produce an immutable, regulator-ready audit trail — calibrated and validated alongside our Big Four-trained assurance team.
Built for the way risk and finance actually work.
SICR — transparent, versioned
Quantitative triggers, 30+ DPD backstops, forbearance and qualitative overrides. Rules are versioned per portfolio and recorded against every Stage 2 migration.
Risk migration & stage transitions
Account-level migration matrices between reporting dates, cure and re-default rates, cohort vintage curves — worsening pockets surface early and coverage moves explain themselves.
Overlays under maker-checker
Capture management overlays with rationale, route them through maker-checker approval enforced at the database, and land the impact in the P&L with a full audit trail.
XLSX, CSV and live API ingestion
Drop XLSX through the mapping studio, stream CSV from your warehouse, or wire REST, SFTP and S3 connectors — everything lands in the same RDM canonical pipeline.
Dynamic schema
RDM canonical core, extended on the fly with custom attributes and reporting cuts — no engineering ticket.
Bank-specific assumptions
PD term structures, LGD haircuts, EAD profiles and scenario weights — parameterised per portfolio, versioned with full lineage.
Big Four-trained calibration
Our assurance team challenges methodology, back-tests parameters and produces validation evidence auditors expect.
Secure by design
SSO, RBAC, row-level tenant isolation, encryption at rest and in transit, tamper-evident audit log.
Purpose-built for every retail lending shape.
Retail banking
Mortgages, cards and unsecured personal loans on one governed engine. Transparent staging, calibrated PD/LGD, and month-end ECL runs that survive the audit walkthrough.
Mortgages · Cards · PLsFrom raw portfolio to signed-off provision.
- 01
Ingest & map
Bring portfolios in via XLSX, CSV, REST API or SFTP/S3 — auto-mapped into the RDM canonical model. 43 DQ rules surface gaps before they reach the ECL engine.
- 02
Stage & calculate
Rule-based stage assignment, calibrated PD/LGD/EAD, scenario weighting and forward-looking macroeconomics.
- 03
Govern & report
Maker-checker overlays, immutable audit trail, run-level reporting packs ready for the audit committee.
Production-grade controls from day one.
Close the month with numbers you can defend.
Tell us about your portfolio. We'll come back within one business day with a tailored walk-through.
Or open the full contact form