Sold by: Oliver WymanÂ
Deployed on AWS
Credit Suite is a Stress Testing and IFRS9 provisioning solution delivering immediate proof-of-concept production and challenger results
Overview
Oliver Wyman Credit Suite is a Stress Testing and IFRS9 provisioning hybrid software solution. It is the codification of years of work in credit risk measurement for European and global banks. Our solution provides tried and tested methodologies that can be applied “out of the box” and further tailored if desired. Our clients use it as a fully embedded production solution and / or as a fast challenger or impact analysis tool. The STRESS TESTING solution aims to solve EBA, ICAAP and internal credit risk stress testing problems leveraging our deep credit risk expertise, developed with regulators and validated at Tier-1 banks with required overlays for supervisory exercises. The IFRS9 PROVISIONING tool aims to provide production or challenger results scalable to multiple scenarios and forecasting periods, feeding from a range of best in class methodologies. Both solutions are closely linked to provide coherent results.
Highlights
- Credit Suite offers an extensive suite of out-of-the-box methodology for your IFRS9 Provisioning and Stress-testing requirements. Probability of Default stresses input Migration Matrices and Vasicek Conditions based on macroeconomic scenario inputs. Loss Given Default stresses line-level Loan-to-Value's compliant with the regulatory structural approach. Exposure at Default offers Bullet and Linear amortisation or no amortisation. Staging calculations are IFRS9 compliant using SICR criteria. Expected Credit Losses are calculated based on the inputs provided from the above modules.
Details
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Features and programs
Financing for AWS Marketplace purchases
AWS Marketplace now accepts line of credit payments through the PNC Vendor Finance program. This program is available to select AWS customers in the US, excluding NV, NC, ND, TN, & VT.
Pricing
Pricing is based on actual usage, with charges varying according to how much you consume. Subscriptions have no end date and may be canceled any time.
Additional AWS infrastructure costs may apply. Use the AWS Pricing Calculator to estimate your infrastructure costs.
Dimension | Description | Cost/host/hour |
|---|---|---|
ml.m5.large Inference (Batch) Recommended | Model inference on the ml.m5.large instance type, batch mode | $5,000.00 |
ml.m5.large Inference (Real-Time) Recommended | Model inference on the ml.m5.large instance type, real-time mode | $5,000.00 |
ml.m5.large Training Recommended | Algorithm training on the ml.m5.large instance type | $5,000.00 |
ml.m4.4xlarge Inference (Batch) | Model inference on the ml.m4.4xlarge instance type, batch mode | $5,000.00 |
ml.m5.4xlarge Inference (Batch) | Model inference on the ml.m5.4xlarge instance type, batch mode | $5,000.00 |
ml.m4.16xlarge Inference (Batch) | Model inference on the ml.m4.16xlarge instance type, batch mode | $5,000.00 |
ml.m5.2xlarge Inference (Batch) | Model inference on the ml.m5.2xlarge instance type, batch mode | $5,000.00 |
ml.p3.16xlarge Inference (Batch) | Model inference on the ml.p3.16xlarge instance type, batch mode | $5,000.00 |
ml.m4.2xlarge Inference (Batch) | Model inference on the ml.m4.2xlarge instance type, batch mode | $5,000.00 |
ml.c5.2xlarge Inference (Batch) | Model inference on the ml.c5.2xlarge instance type, batch mode | $5,000.00 |
Vendor refund policy
Contact support and provide details for case-by-case refund policy. Contact name: Matthew McIlwham Contact email: matthew.mcilwham@oliverwyman.comÂ
Legal
Vendor terms and conditions
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Delivery details
Amazon SageMaker algorithm
An Amazon SageMaker algorithm is a machine learning model that requires your training data to make predictions. Use the included training algorithm to generate your unique model artifact. Then deploy the model on Amazon SageMaker for real-time inference or batch processing. Amazon SageMaker is a fully managed platform for building, training, and deploying machine learning models at scale.
Deploy the model on Amazon SageMaker AI using the following options:
Version release notes
First release
Additional details
Inputs
- Summary
The model input is an S3 bucket with input files required for a Credit Suite run.
- Input MIME type
- text/plain
https://github.com/owdigital/credit-suite-examples/tree/main/input_data/Dart_x_v11
https://github.com/owdigital/credit-suite-examples/tree/main/input_data/Dart_x_v11
Resources
Vendor resources
Support
Vendor support
Name of contact: Matthew McIlwham Email address: matthew.mcilwham@oliverwyman.comÂ
Note: This is deplyed for monthly or annual use, price will be on a bespoke basis. Therefore the hourly price given is to be understood as a placeholder
AWS infrastructure support
AWS Support is a one-on-one, fast-response support channel that is staffed 24x7x365 with experienced and technical support engineers. The service helps customers of all sizes and technical abilities to successfully utilize the products and features provided by Amazon Web Services.
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