In line with ECB instructions, validation test metrics are defined for following categories in each risk parameter:
Qualitative tests: Summary statistics for IRB parameters and problematic…
Business Case
You are using an ML model to screen credit applications. You are not aiming at minimizing the level of defaults, but are in fact trying to optimise your risk-return payoff. And you…
Environmental, Social, and Governance (ESG) reporting has emerged as a critical aspect of corporate transparency and sustainability. Across the globe, companies are increasingly recognising the…
Data Quality Module
Risk Analyzer
Drilldown Analysis to better assess on portfolio, sub-portfolio and deal level. Impact Calculation in order to assess data quality…
Our team of experts can work independently or collaboratively with your team to develop innovative approaches to regulatory stress testing or validate your current frameworks, ensuring they remain…
Together with its ‘Climate change risk measurement’ services, Finalyse offers a broad range of solutions in the domain of climate-related and environmental risks:
The ECB’s Guide on…
Practical Implementation and the ECB’s Guide
Key Areas Outlined in the ECB’s Guide on Climate-Related Risks
ECB's November 2020 guide on climate and environmental risks highlights 13 key areas,…
