Phoenicia Consulting delivers specialist advisory and purpose-built risk models to development finance institutions, UK banks, and institutional investors — built on methodology proven across public-sector and multilateral portfolios at scale.
Paste up to 20 positions → concentration, the positions driving your risk, and your diversification gain. Runs in your browser; nothing stored.
Run the diagnostics →Price a single deal's economic capital under Basel IRB, with the preferred-creditor adjustment applied live.
Try the calculator →Every engagement combines peer-reviewed methodology with calibration drawn from real government and multilateral portfolios.
Economic capital models calibrated for development portfolios — preferred-creditor adjustments, sovereign risk overlays, and Basel-aligned methodology.
Learn more →PRA SS5/25-compliant climate scenario analysis: NGFS pathways, transition and physical risk quantification, and gap analysis with remediation planning.
Learn more →Privacy-preserving synthetic data for model validation, stress testing, and cross-institution benchmarking — without exposing sensitive portfolios.
Learn more →Production-grade analysis that development finance institutions and challenger banks need but cannot find in commercial software. Try a model live in your browser — then send us your book.
Three-engine architecture (Basel IRB · CreditRisk+ · Monte Carlo) with preferred-creditor adjustment.
25 mapped PRA SS5/25 requirements with an NGFS scenario engine and physical/transition modules.
Gaussian copula and block bootstrap generators with a full validation and privacy suite.
Sectors & disciplines we work across
Methodology proven across public-sector and multilateral portfolios at scale — translated into models institutions can deploy.
Bespoke model build, validation, and governance across the full risk stack — drawing on board-level and regulatory experience.
Risk appetite, taxonomy, aggregation, three-lines, board reporting.
PD/LGD/EAD, IRB, IFRS 9 ECL, rating systems, concentration.
VaR, IRRBB (EVE/NII), FTP, LCR/NSFR, ALM governance.
ICAAP/ILAAP, Pillar 2A, economic capital, reverse stress testing.
Integrating physical and transition climate risk into financial risk management.
How a $2.5tn private credit market affects systemic stability.
Building and validating Expected Credit Loss models that hold up.
Whether you need a bespoke economic capital model, a climate risk assessment, or a synthetic data solution, we start with a complimentary 30-minute consultation.