The document summarizes an RWA Optimizer solution that uses machine learning algorithms to help banks optimize their regulatory capital requirements and profitability. It analyzes regulatory risk data to detect issues impacting capital/profits and proposes portfolio optimizations. The solution automates tasks to free up 50% of team time. It is designed for risk analysts, CROs, and others managing regulatory credit risk and capital programs. Key benefits include optimizing capital/profits, accessing peer benchmarks, increased productivity through automated checks, and flexibility via adaptable algorithms.

1. RWA Optimizer
Towards Finance & Risk Intelligence

2. RWA OPTIMIZER
 What does RWA Optimizer do?
It provides a transparent solution that delivers integrated
data analysis, analytics and reporting capabilities to augment
the capacity of your teams to measure and manage
regulatory risk in a continuously changing regulatory
environment.
It offers a set of machine learning algorithms to help banks
improve their data quality and portfolio mix to optimize
their regulatory capital requirements and P&L. It comes
with unseen anomaly detection, root cause analysis and
remediation capabilities.
 Why is RWA Optimizer important?
It automates data analysis, data quality and reporting by
providing a standard workflow that frees up to 50% of the
recurrent task on a typical risk reporting area.
It provides an automated solution to compare your
portfolio against your peers and sets a new standard to
efficiently comply with the different risk & finance
regulations.
 For whom is RWA Optimizer designed?
The solution is aimed to be used by risk data analysts,
CROs and teams coordinating regulatory credit risk
management activities across their organizations, project
managers responsible for Basel/IFRS9 programs and also
credit and business areas.

3. RWA OPTIMIZER: BENEFITS
 Optimise your capital requirements and P&L
Our solution detects optimisation opportunities using machine
learning to automatically find data quality issues with most impact in
capital requirements/P&L and proposing the best portfolio mix to
optimise RWA or other metrics (e.g. RAROC).
 Take advantage of quickly available benchmarks
CRO and risk analysts can access a pool of benchmark data to spot
optimisation opportunities and make the required analysis to take
strategic decision regarding the portfolio.
 Increase productivity of your teams
Our solution runs automatic SQL queries based on your data
lineage and allowing for automated end-to-end consistency checks.
It also increases productivity and reduces the data management
burden on IT.
 Cutting edge algorithms for flexibility and
explainability
By using automatic machine learning our algorithms can adapt to
different data schemas increasing integration, reducing installation
costs and providing flexibility for future changes.

4. RWA OPTIMIZER: SOLUTION OVERVIEW
 Anomaly Detection
• Uses explainable machine learning for anomaly detection using
thousands of data points from COREP and/or FINREP
• Provides benchmark data to support strategic decisions
• Allow you to create, save and share your benchmarks or tests
using data point and/or EBA’s dimensions/members
• Uses easily adaptable reports with metrics evolution over time
or comparisons between portfolios. Easy to export to power
point or excel
 Root cause
• Runs automatically created SQL queries based on data lineage
• Consistency of calculations and mappings using machine learning
 Remediation
• Uses explainable automatic machine learning to quickly search
for business data that better predicts the correct data input
• Gives you access to a flexible solution adaptable to any database
schema
• Calculates RWA (or other metric) impacts to support decision
making
 Simulation/Decision maker
• Possibility of online simulations and guidance on commercial and
credit decisions, e.g. optimal portfolio mix

5. Regvolution and RWA Optimizer
Regvolution
RegTech Start up developing Machine Learning powered Solutions to
help banks optimize their regulatory capital and comply efficiently with
their Finance & Risk regulations.
Our aim is to dramatically change the regulatory implementation
landscape by providing an out-of-the-box solution over intelligent
platforms adaptable to banks structures.
RWA Optimizer
Regvolution is developing Machine Learning powered solution to help
banks optimize their regulatory capital by providing unseen anomaly
detection, root cause analysis and remediation capabilities.
The solution architecture helps banks lowering their Finance & Risk
regulations burden by providing ‘Regulation as a service’ in a suitable
and long-term way in line with bank’s efficiency efforts.

6. To learn more visit REGVOLUTION.COM/RWA-OPTIMIZER/