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California, USA Head Office

371 Van Ness Way Suite 110




Christopher Whalen
[email protected]

Basel II Custom Analytics

We offer custom analytic and data gathering solutions for Basel II compliance and Economic Capital modeling. Implementations can include both public and private data, and leverage IRA COTS products such as the Bank Monitor and Corporate Monitor. Support major data vendors and ORCL/MSFT SQL.

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Custom Analytics Architecture Services

We design and build custom analytics & peering engines to perform fundamental analysis and generate internal risk ratings. Our systems use an array of non-Merton financial tests and metrics from which to calculate P(D), Loss Given Default, Exposure at Default, RAROC and Economic Capital benchmarks.

Global Data Services

We help you select among available commercial and regulatory data sources, process these feeds into a consistent format for storage, and then provide the infrastructure for use in relational databases. Also support XML/XBRL data gathering activities. Resellers for World ‘Vest Base and Hemscott.

IRA Bank Monitor

Unique model of all US banking institutions, including a variety of financial metrics, Basel II factors and Economic Capital benchmarks, using “as filed” data from the FDIC. Calculates P(D), LGD, M and EAD for each bank unit and sub-portfolios. Includes “bank only” view of each BHC group.