Robust models and clear advice that help financial institutions meet regulatory standards, measure risk accurately and manage the balance sheet.
Banks, building societies and lenders face complex, evolving regulation. Xivoni brings actuarial and quantitative rigour to credit, market and liquidity risk, building models that stand up to auditors and regulators.
We focus on outcomes: more accurate provisioning, clearer insight into risk, and better capital and balance sheet decisions.
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Model development, validation and recalibration of PD, LGD and EAD models, run on our in-house IFRS 9 platform.
Capital and regulatory reporting support aligned with Basel standards.
Rate shock scenarios and economic value of equity analysis.
Liquidity coverage and net stable funding ratio measurement and planning.
VaR modelling and forward-looking stress tests.
Scenario analysis of physical and transition risks.
Credit risk models migrated from spreadsheets to our in-house IFRS 9 platform, with documentation, governance and knowledge transfer.
Outcome: The client reported improved accuracy, consistency and flexibility of credit assessments, reduced operational risk and continued model support.
An expected credit loss provision calculated on our in-house IFRS 9 platform, with two earlier valuations re-run to explain the movement.
Outcome: A provision that management and the external auditors can reproduce from the loan data, with the main drivers of the year-on-year movement identified and recommendations for the year-end review.
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