What It Does
- Encrypts payment history, account age, credit utilization
- Computes probability of default (PD) using BGV
- Outputs risk-weighted asset (RWA) calculations
- Supports PRA stress testing
Use Case
"TSB Bank underwrites £500M in loans annually. With Obfuscora, risk teams run stress tests on encrypted portfolios - meeting PRA capital requirements without centralized plaintext databases."
Real-world impact:
Full Basel II/III IRB approach compatibility
Key Benefits
Basel II/III IRB Compatible
Internal Ratings Based approach ready
PRA Stress Testing Ready
Meets Prudential Regulation Authority requirements
UK Mortgage Standards
Supports UK mortgage underwriting standards
Experian/Equifax Integration
Seamless integration with credit bureaus
Pricing
£10K - £20K
per month (risk modeling)
Includes stress testing and RWA calculations
Optimize Risk Management
Predict defaults and manage portfolios with encrypted data