We operate at the intersection of quantitative risk modelling and practical advisory — from productised analytics toolkits to bespoke model development and governance. Four complementary areas, one standard of rigour.
| Service area | Nature | Delivery | Typical client |
|---|---|---|---|
| DFI Economic Capital | Productised assessment | Assessment + report + methodology annex | DFIs, ECAs, MDBs |
| Climate Risk ICAAP | Productised assessment | Assessment + gap analysis + remediation plan | Challenger banks, building societies |
| Synthetic Data | Productised service | Generated dataset + validation + privacy certificate | Banks, regulators, fintechs |
| Model Development & Governance | Bespoke consulting | Advisory + model build + training | All financial institutions |
Production-grade models we run against your data. Each has a free in-browser demo, then a fixed-price assessment with documented results.
Three-engine EC (Basel IRB · CreditRisk+ · Monte Carlo) with the preferred-creditor adjustment, country-risk database, stress testing, and concentration analytics.
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Try the live demo →PRA SS5/25-ready: NGFS scenario engine, transition & physical risk modules, and a 25-requirement gap analysis with remediation roadmap.
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Try the live demo →Privacy-preserving synthetic portfolios via Gaussian copula and block bootstrap, with a full validation suite and privacy certification.
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Try the live demo →End-to-end model development, validation, and governance — combining technical model-building with a practical understanding of regulatory expectations and board-level requirements.
Risk appetite, taxonomy, aggregation methodology, three-lines implementation, ICAAP/ILAAP integration, board reporting.
PD/LGD/EAD development & validation, IRB, IFRS 9 ECL, rating-system architecture, migration matrices, concentration risk.
VaR, IRRBB (EVE/NII), behavioural models (NMDs, prepayments), FTP, liquidity stress (LCR/NSFR), ALM governance.
ICAAP drafting & challenge, Pillar 2A, economic capital (CreditRisk+, Monte Carlo, copula), stress & reverse stress testing, RAROC.
| Format | Description | Engagement basis |
|---|---|---|
| Diagnostic Review | 2–3 day assessment of your current model framework against regulatory expectations. Deliverable: gap analysis with prioritised remediation plan. | On enquiry |
| Model Build | End-to-end development from specification to documentation to validation. Typically 4–12 weeks depending on complexity. | On enquiry |
| Governance Retainer | Monthly advisory: model review, regulatory challenge preparation, board paper review. Includes 10 hours per month. | On enquiry |
| Training & Workshops | Half or full-day workshops for risk teams and boards — ICAAP, model risk, stress testing methodology. | On enquiry |
Every engagement is scoped and fixed-quoted before work begins — contact us for pricing.
Start with a complimentary 30-minute consultation. We'll help you scope the right engagement — productised, bespoke, or a blend.