Metis

Metis evaluates existing portfolios, on the bank’s balance sheet and helps assess the new origination guidelines, dividend policy and distribution strategy in the context of the changing regulatory (IFRS9/CECL and Basel IV) and macro-economic environment. The typical users are in charge of portfolio analytics and making strategic decisions.

Athena

Athena is an easy-to-use tool for the analysis of credit risk transfer transactions. Taking both the originator and the investor perspective, Athena shows the economic effects of a credit risk transfer transaction in function of transaction structure, macroeconomic (stress) scenarios and regulatory changes like Basel 4 and IFRS9/CECL. The typical users are responsible for credit portfolio execution, structuring of transactions, brokers and investors/asset managers.

Loan Qualifier for ESMA

Clean, consistent and reliable data is of the essence and drives the ability of lenders and investors to make informed decisions. To this end we support our clients continuously with analysis, monitoring of the quality of large loan portfolios like the ESMA requirements for securitisations.

Mortgage Analyser

An interactive dashboard designed to analyse residential mortgage portfolios, allowing investors and portfolio managers to better understand the portfolio characteristics and changes in valuation. Provides lifetime loss (IFRS9) estimates and daily valuations (IFRS13).

SME PD Model

OSIS has developed a statistical model to predict the probability of default (PD) of Dutch SME’s in line with the Basel definition of default. Herewith we overcome the lack of data with small banks and alternative lenders and make them become more recognizable by regulators and institutional investors. We hope this model will support small banks and alternative lenders to become a competitive and growing source of financing in the Dutch SME market.

Financial Statement Scraper

The Financial Statement Scraper is a web-based software that allows the user to convert Pdf documents into easy-to-handle structured data. The tool will produce and store standardized, digitized and curated data in order to automatically feed reports and calibrate models.

Data Curation

Since its inception OSIS has been very active in providing data quality solutions to financial institutions. We provide services to originators and investors on evaluation, validation and monitoring of data quality at loan level. We apply automatic checks on data formats, uniqueness of loan identifiers, consistencies within loans, between loans in the same pools and consecutive loan reports.

Credit Models

Credit risk analysis is complex because data is always scarce and not fully representative of the future. As a result, no single data set will suffice and multiple sources of information (ranging from internal data to expert input) are needed. A dedicated statistical framework is required to coherently combine these multiple sources and an accomplished analyst will need to account for uncertainty in the model inputs.

Investor due diligence requirements

The EC Proposal 472 was released on 30 September 2015 and concerns Simple, Transparent, Standardized (STS) due diligence and transparency concerning securitisation transactions.

The EC proposal is mainly aimed at originators, but it is important to note that investors are required to use the information available in due diligence and on-going risk surveillance.

Valuation reporting

We offer fair market valuation service on Dutch Residential mortgages portfolios on an annual, quarterly, monthly or even daily basis. This valuation is in accordance with IFRS 13, using loan level data provided by the originators, aiming to meet both IFRS and prudential requirements. Further the calibrated risk parameters we propose are sensitive to borrower and loan characteristics as well as conditional upon forward-looking macroeconomic scenarios.