A comprehensive platform for stress testing, scenario analysis, and risk/sustainability reporting, including:
- Enterprise stress testing (ICAAP, BoE, EBA, US Fed)
- Climate stress testing (incl. BoE, ECB, US Fed, CBUAE)
- Sustainability reporting (incl. CSRD, ISSB/TCFD, TNFD)
- Recovery and resolution planning
An AI-driven sustainability dashboard plus an insights report
- Based on a neuro-symbolic AI R&D project funded by the Swiss Innovation Agency (Maverick)
- In collaboration with Idiap (AI research institute in Switzerland).
A comprehensive platform for model risk management and model management including:
- AI governance and risk management
A proprietary analytics library of 400+ models and 4000+ rules on GitHub
- Rules include business logic, data validation, regulatory reporting
- Covers a variety of use cases (STDF, EBA ST, ECB Climate ST, CSRD/ESRS, ISSB/TCFD, CBUAE Climate ST, …)
Ready-to-use data schemas (data requirements) for use cases mentioned under Callisto above
- Data from 3rd party providers (e.g., Morningstar Sustainalytics’ ESG data), for which COESA is a reseller
- Synthetic data, e.g., typical mortgage book evolution over 10 years
An integrated approach to modelling, data engineering, software architecture and IT operations “Ops”, i.e., synergy between Quant and Tech
- “Ops” includes DevOps, ModelOps, MLOps, DataOps, FinOps
- An important enabler at COESA, reflected across our IP.
