Operating in 40+ countries • Models Audited by Big 4 and global regulators

Financial Engineering for Predictive Analytics

Powered by AI and Quantum Analytics

Quant Platforms for IFRS, Basel and Risk Analytics.

Fast Implementation and Fully Validated Models and Solutions

Quantitative advisors to IASB on Predective Analytics

Member of the Board of the Basel Committee on Banking Supervision (BCBS)

IFRS 9 (ECL)
IFRS 16/Lease
IFRS 17
Basel analytics
Risk-adjusted valuation
Financial Engineering
Predictive Analytics
Quantitative Advisors
BCBS
150+
Banks & Insurers Served
40+
Countries Active
200+
Auditor Validations
500+
Models Deployed
14 Days
Implementation Speed
99.9%
Uptime SLA
150+
Banks & Insurers Served
40+
Countries Active
200+
Auditor Validations
500+
Models Deployed
14 Days
Implementation Speed
99.9%
Uptime SLA

The quant foundation

Three modeling lenses—one unified platform. Hover and explore the quantitative architecture behind audit-ready compliance.

ECL = EAD × PD × LGD

Expected Credit Loss modeling with PIT term structures

EAD
Exposure at Default
PD
Probability of Default (PIT term structure)
LGD
Loss Given Default
Stage 1Stage 2Stage 3PD term structureTime / maturityECL / loss

Flagship platforms

Production-ready quant engines with quantified proof and audit-grade documentation.

IFRS 9

Estimator 9

GPPC-aligned, end-to-end ECL with PIT term structures

IFRS 17

Estimator 17

CSM, risk adjustment, and fulfillment cash flows

IFRS 16

ContractHive

AI lease ingestion with OCR/NLP workflow automation

Valuation

Risk-Adjusted Valuations

VaR@99, simulated beta, and illiquidity premiums

Trusted globally, validated rigorously

Banks, insurers, and regulators rely on our quant infrastructure.

Global Footprint

40+
Countries
6
Continents
150+
Institutions
Pakistan (HQ)UAEKSANepalBangladeshKazakhstanKenyaUKCanadaToronto

Latest insights

Technical depth meets practical implementation

Official Regulatory Standard • BIS

Basel Framework: International regulatory framework for banks

Complete Basel III/IV standards including minimum capital requirements, leverage ratio, liquidity coverage ratio (LCR), net stable funding ratio (NSFR), and disclosure requirements. The authoritative source for global banking regulation.

1,912
Pages of standards
2023
Latest update
Download Official PDF

Ready to deploy audit-grade quant infrastructure?

See how banks and insurers across 40+ countries implement IFRS, Basel, and valuation models in weeks, not years.

Validated by external auditors
Enterprise-grade security
Audit-ready exports