Try a model live in your browser, then send us your data for a full calibrated assessment. Delivery in days, outputs you own, no software to install and no subscription.
Three-engine economic capital (Basel IRB · CreditRisk+ · Monte Carlo) with the preferred-creditor adjustment. Country risk database, stress testing, concentration analytics.
5 working days · demo available · enquire for pricing
PRA SS5/25-ready: NGFS scenario engine, transition & physical risk, 25-requirement gap analysis with RAG status and remediation roadmap.
5 working days · demo available · enquire for pricing
Privacy-preserving synthetic portfolios: Gaussian copula & block bootstrap, full validation suite (KS, correlation, VaR/ES) and a privacy assessment.
3 working days · demo available · enquire for pricing
Diagnostic reviews, end-to-end model build, governance retainers and training across ERM, credit, market/ALM, and ICAAP/ILAAP & economic capital.
Scoped per engagement · enquire for pricing
Stress a stylised loan book under the four NGFS pathways and see the capital impact. Illustrative; the full assessment calibrates to your portfolio and produces the SS5/25 gap analysis.
Transition risk rises with carbon price × high-carbon share; physical risk rises with warming × property exposure. The full toolkit adds 12 sectors, 12 UK regions, multi-horizon pathways, and the 25-requirement PRA SS5/25 gap analysis.
Generate a synthetic dataset from a stylised portfolio and inspect the validation it must pass: correlation preservation, VaR match, and privacy. Your data never leaves the page.
Each run draws a fresh real dataset and fits a synthetic one preserving its statistical structure.
The production service fits marginals across 10+ distribution families via AIC, supports block-bootstrap for time series, and ships a full validation report and privacy certificate (k-anonymity, re-identification risk).
Place your order and complete a short requirements brief. We confirm scope and send a fixed quote within 24 hours.
Fill in the matching data template and send it via an encrypted, expiring link. Nothing is stored in the cloud.
DFI template · Climate template · Synthetic template
The calibrated toolkit runs against your data, with financial logic reviewed and outputs validated against benchmarks.
You download a results pack — data, report, and documentation — via a secure link that auto-expires. The outputs are yours.
Privacy by design: demos compute in your browser; full runs are processed locally and delivered by encrypted transfer. No subscription, no portal, no data retention beyond delivery.
Two ways in: enter a single deal's details, or attach a portfolio file. We reply within one working day with scope and a fixed quote — no payment until scope is agreed.
Demos run entirely in your browser — nothing is transmitted. For full runs, you share data via an encrypted, expiring link; we process it locally and delete it after delivery. There is no cloud portal retaining your portfolio.
A results pack: the output data (CSV/Excel), a written report, and methodology documentation. Depending on the service, you can also receive the runnable Python package.
Typically 3–5 working days from receiving your data, depending on the service and portfolio size. Rush turnaround can be arranged.
We confirm a fixed quote before any payment. Invoicing and secure card/transfer payment links are issued once scope is agreed — no subscription.
Yes. Every toolkit ships with sensible defaults and is recalibrated to your portfolio, parameters, and regulatory context as part of the engagement.