The quantitative arm of Phoenicia Consulting. Send us your deal or portfolio and we return the analysis. It is calibrated against real government and multilateral portfolios, documented to survive a validator, and delivered as results you own.
Adjust a single deal and watch the economic capital recompute live. Nothing is sent anywhere; the maths runs entirely on your device. The full assessment adds CreditRisk+, Monte Carlo, portfolio aggregation, and stress testing on your own book.
This is the differentiator. No commercial Basel engine recognises that MDBs and DFIs default less than commercial lenders to the same sovereign. The preferred-creditor adjustment is calibrated from IFC, EBRD, and ADB portfolio data. Figures are illustrative; the full assessment calibrates to your portfolio.
Your inputs above carry straight into the request, so there is nothing to retype.
Development finance institutions manage over $2 trillion in combined assets but rely on methodologies designed for commercial banks. Standard Basel IRB ignores preferred-creditor status, sovereign risk concentration, and concessional lending structures. No commercial software addresses this gap.
A three-engine economic capital framework calibrated for DFI portfolios:
The preferred-creditor adjustment, which sets us apart: institution-type PD multipliers (MDB 0.4×, bilateral 0.5×, ECA 0.6×, NDB 0.7×) calibrated from historical recovery data.
Delivery: 3–5 working days · enquire for pricing
PRA SS5/25 requires regulated firms to complete an internal review and gap analysis by 3 June 2026 with a credible remediation plan. Most challenger banks lack internal capability to quantify transition and physical climate risk within ICAAP. The Big Four charge £150,000+ for this work.
Delivery: 3–5 working days · enquire for pricing
Assessing physical climate risk at the level of the individual property, rather than the portfolio average, does not make a flood-exposed home safer. What it does is convert information uncertainty, the capital a prudent firm must hold against exposure it cannot see, into measured residual risk it can price, manage and defend. The supervisory expectation under PRA SS5/25 is moving in exactly this direction.
In our framework a book assessed only at portfolio level carries a materially larger physical-risk capital uncertainty add-on than the same book assessed property by property. That difference is a direct capital saving, and it funds three concrete actions: informed LTV decisioning on hazard-exposed lending, insurance-coverage monitoring, and targeted adaptation finance.
Grounded in the public evidence base (NGFS Climate Scenarios, PRA SS5/25, IPCC WGII, the Bank of England's climate stress testing, and ESRB financial-stability work) and delivered with a full methodology annex.
Financial institutions cannot share portfolio data for validation, benchmarking, or regulatory exercises due to confidentiality. That bottlenecks model risk management, and it bites hardest at smaller institutions without diverse internal datasets.
A dual-method platform grounded in peer-reviewed research published in Springer Computational Economics:
Delivery: 3–5 working days · enquire for pricing
Almost every credit model prices distance at exactly zero. Our research on 13,317 transactions worth $11.8 trillion shows that is wrong: cross-border private credit defaults at 6.46% against 2.56% domestically, a premium of 3.91 percentage points and a hazard ratio of 2.86.
We apply our own peer-reviewed coefficients to your book:
Delivery: 3–5 working days · enquire for pricing
Coefficients are applied, not re-estimated on your data, and every report states this plainly. The distance elasticity (−2.41) is estimated on bilateral flow volumes and is used as a corridor-thinness signal, not as a PD driver. Where you do not supply a domestic PD, the sample average is used and will not reflect your underwriting.
Every model has a free demo. When you're ready, send us your data and receive calibrated, documented results within days.