AlgoSave delivers financial institutions with solutions to (a) IFRS-9 Expected Credit Losses calculation as well as to (b) its related computation of bank Risk Capital and RAROC. Born out of rigorous and analysis-focussed combined decades-long experiences in banking, high yield and distressed debt investments, AlgoSave innovative approach to credit modelling is founded on multi-period Calibrated Stochastic simulations of the Fundamentals of borrowers.