Parametric and simulated risk intelligence
Credit, market, operational, and liquidity risk frameworks aligned with Basel III and IFRS standards. Quantify, monitor, and report risk with confidence.
Portfolio VaR Distribution
Comprehensive risk coverage
Four core risk disciplines integrated into a unified intelligence platform.
Credit Risk
PD, LGD, EAD modeling with macroeconomic scenarios and forward-looking adjustments. Stage classification and lifetime ECL calculations.
Market Risk
Parametric and historical simulation VaR, sensitivity analysis, and regulatory stress scenarios aligned with Basel market risk standards.
Operational Risk
Advanced measurement approaches, loss distribution modeling, and scenario-based capital allocation for operational risk events.
Advanced risk analytics
Parametric models, simulations, stress testing, and real-time monitoring.
Parametric VaR Analytics
Delta-normal and variance-covariance approaches for market risk quantification with confidence intervals and backtesting.
Simulated VaR Analytics
Historical simulation and Monte Carlo methods for non-linear portfolios, stress scenarios, and tail risk assessment.
Stress Testing Frameworks
Regulatory and internal stress scenarios including macroeconomic shocks, market crashes, and liquidity crises.
Capital Allocation Analytics
Economic capital modeling, RAROC calculations, and risk-adjusted performance measurement across business lines.
Risk Appetite & Tolerance
Framework design, KRI monitoring, and threshold management aligned with board-approved risk appetite statements.
Portfolio Risk Dashboards
Real-time risk monitoring, concentration analysis, and executive dashboards with drill-down capabilities.
Validated by Basel standards
Our risk models and methodologies are aligned with Basel Committee on Banking Supervision (BCBS) frameworks.
Trusted by risk teams globally
Banks, DFIs, and regulators rely on our risk intelligence for capital planning, stress testing, and regulatory reporting.
Quantify risk with confidence
Deploy parametric and simulated risk models aligned with Basel and IFRS standards.