Using a combination of Machine Learning and advanced Statistical techniques, BankingBook Analytics designs and develops next generation of risk and capital management applications and integrated decision-making systems. Our clients include: banks, specialized lending institutions, credit unions, insurance companies and asset managers.

1. Copyright©2018BBAnalytics
Copyright © 2018 BB Analytics
BankingBook Analytics:
Company profile
2018 - 2019

2. Copyright©2018BBAnalytics
About Us
Leading on solutions - Leading on Impact
• BankingBook Analytics (BBA) specializes in design and development of best
practice risk and capital management applications using Machine Learning and
advanced statistical techniques
• Our clients include: banks, specialized lending institutions, credit unions,
insurance companies and asset managers
2
Software Applications Consultancy
• BBA’s software applications are
engineered for effective compliance,
predictive analytics and integrated
decision-making systems
• Our consultancy practice addresses
data and capabilities gaps by
transforming fit-for-purpose modelling
approaches into high performance
systems

3. Copyright©2018BBAnalytics
Key benefits of working with us
We believe in tomorrow and want to help our clients get there!
3
• Our core values showcase what we are passionate about and what
makes us different
F i n T e c h E d g e
• Advanced Technological
Tools to Support Analytics
• Best in Class Models
Based on Machine
Learning
• Tools Evolve With the
Evolution of Technology
and Regulatory
Requirements
• Uninterrupted User Support
H i g h I m p a c t
• Overcome Data Hurdles
• Transformative
Approaches: Focus on
Automation and Value
Analytics
• Consulting Contracts
Tailor Made to Meet
Client Budget. Some
Options Include: Fixed
Fee, Success-Based Fee
or Pure Contingency Fee
I n c r e a s e i n
m a r g i n s
• Increase Margins by
Cutting Down Production
Cost
• Improve Workflow
• Enhance Productivity

4. Copyright©2018BBAnalytics
Where we work
4
BankingBook Analytics originates in Canada,
and while our offices are based in Toronto we
work across the country
C a n a d a b a s e d
We also work in the USA, and have a good
understanding of regulatory requirements
N o r t h A m e r i c a n f o c u s e d
We deliver projects globally. Recent notable
engagements include, New Zealand, Taiwan,
GCC, Ethiopia, Qatar and South Africa, among
others
G l o b a l D e l i v e r y

5. Copyright©2018BBAnalytics
Meet out senior team
5
Sohail Farooq, MQF, MBA, MSc
Founder & CEO
David Gong, MMF, CFA
Chief Technology Officer

6. Copyright©2018BBAnalytics
Our Clients from Canada, US and the rest of the world
6

7. Copyright©2018BBAnalytics
What makes us different
Yes, we are small, but best at what we do!
We are niche- focused. We
automate, refine and develop
data, risk and capital
management systems at financial
institutions using consultancy
and pre-built solutions
We are not a strategy firm but
develop models and
applications that implement
strategic recommendations
We are not ‘Big 4’ but
implement their Excel models
in secure software environment
7

8. Copyright©2018BBAnalytics
Auto
Validation
An overview of our pre-built solutions
Regulatory Solutions Risk Solutions Pricing Solutions
Basel II Credit
Risk
Capitalization
Internal Capital
Adequacy
Assessm ent
Internal Liquidity
Adequacy
Assessm ent
CET1 Stress
Testing
Credit Cycle
Scenario
Analyzer
IFRS 9
Im pairm ent
CECL ALLL
Analyzer
O perational risk
capital m odel
Interest Rate Risk
in Banking Book
Auto Validation
M odel Builder
Retail Lending
Specialist (IRB
Com pliant)
M id-m arket and
W holesale
Lending
Specialist (IRB
Com pliant)
Retail Pricer
Corporate Pricer
8

9. Copyright©2018BBAnalytics
9
An overview of our impact areas
Automation
Models
Refinement
Capital
Optimization
Buffer
Adequacy
Liquidity
Planning
Process
Optimization
Strategic
Pricing
Operational
Excellence
Risk Appetite Dashboard
Work Flow Design
Business
Credit and
Capital
Models
Risk identification
Measurement
Risk Management
Model building/
Validation
Regulatory
Models
Parameterizationof
ThroughtheCycle
Models
Parameterizationof
Point inTime
Models
Risk Limits
Data Warehouse
Balanced Scorecard
Knowledge
Transfer
Stakeholder
Communication
Consultancy Solution Accelerator

10. Copyright©2018BBAnalytics
With roots in management consulting, our core competence
is that we understand business, its changing and emerging
forms
C O N S LTA N C Y F O R
B E S P O K E
S O LU T I O N S
S C A L A B L E MO D E L S
AU TO MAT I O N
WO R K F L OW
E N H A N C E ME N T T H AT
I MP ROV E S
P E R F O R MA N C E A N D
B OT TO ML I N E
R E F I N E A N D
AU TO MAT E DATA ,
R I S K A N D C A P I TA L
MA N AG E ME N T
A P P L I C AT I O N S
10

11. Copyright©2018BBAnalytics
Value-based analysis for BBA’s Solutions and Services
Source: BBA Research
Note: 1. Audit and Assurance firms/Software vendors
Status Q uo
firm s1
(Scorecard)
5
4
3
2
1
1
2
3
4
5
(Scorecard)
BBA
Focuson
consultancyor
software
Pricing: Time
andmaterials
based
Senior attention:
25%- 30%
partner-level
attention
Focusoncost-
cuttingand
performance
improvement
Focuson
consultancyand
software
Pricing: Success-
feebased
Subscription-based
Focusoncost-
cutting
Senior attention:
Upto80%
partner level
attention
4 5 4 5 19
2 2 2 1 12
11
BBA’s engagements deliver lasting and sustainable impact
Our value-add scorecard
Relationships:
Pre-existing
5
Relationships:
Developing
1

12. Copyright©2018BBAnalytics
Our history
Roll-out of
training practice
for credit quants
Incorporation
and launch
of consulting
practice
Launch of risk and
regulatory content and
knowledge distribution
platform
Over 30 quants,
data scientists
“curated” and
trained
2013 2014 2015
2016
Signing up of
initial portfolio of
consulting clients
12
Design and development
of proprietary models
building and validation
tools
2017
Assisted a major
Canadian bank with
IRB effort and
development of PD,
LGD models across
several asset
classes
Launch of
BankingBook
Analytics
2018

13. Copyright©2018BBAnalytics
Risk and
Capital
Regulatory
19%
Credit risk
43%
M arket risk
10%
Liquidity risk
3%
Interest rate
risk in banking
book
8%
Integrated risk
12%
Distribution of domain and team expertise
Domain expertise Team expertise
Credit quants
43%
M arket risk quants
11%
Data scientists
8%
Ex-Regulators
9%
G eneralists
11%
Support
9%
O perational
risk 5%
Statisticians
9%
13

14. Thank you for your time!
BB Analytics
Leading on Solutions | Leading on Impact
The Exchange Tower, 130 King Street West, Suite 1800 Toronto, Ontario M5X 1E3
Canada
+1-905-499-3618 contact@bankingbookanalytics.com Bankingbookanalytics.com