The platform · Institutional SaaS
What it does: models how balance-sheet composition and hedging move NII, EVE and liquidity against your limits. Why it's different from a spreadsheet: a validated engine, multi-user governance, and a permanent audit trail. Why you can trust it: every input, output and override is attributable and timestamped.
The six tools
Three balance-sheet views, NII and EVE side by side.
FOR ALCO, treasury · PRODUCES Metric cards that move live as you adjust betas and switch between parallel and steepener scenarios.
User manual (PDF) — awaiting delivery
Five stress scenarios and a full contingency funding plan.
FOR Treasury, liquidity risk · PRODUCES Survival horizon, day-one outflow under name shock, and post-CFP gap closure across fifteen levers in four tiers.
User manual (PDF) — awaiting delivery
The minimum-cost swap that keeps you inside EVE and NII limits.
FOR Treasury, risk · PRODUCES The optimal hedge across all six BCBS scenarios — before you trade.
Run it (sign in) → · User manual (PDF) — awaiting delivery
A plain-English Extend / Hold / Wait recommendation.
FOR Treasury, ALCO · PRODUCES A PV01 ladder and a logged, override-with-reason audit trail.
Run it (sign in) → · User manual (PDF) — awaiting delivery
Work the full IRRBB cycle end-to-end.
FOR Practitioners, teams · PRODUCES NMD assumptions, six scenarios, EVE/NII, the SOT, and a regulatory checklist.
Run it (sign in) → · User manual (PDF) — awaiting delivery
The formula-level reference behind IRRBB.
FOR Quant, model risk · PRODUCES NMD behaviouralisation, EVE, NII, SOT, FTP and CSRBB with worked examples.
Run it (sign in) → · User manual (PDF) — awaiting delivery
The Balance Sheet Risk Cockpit remains available as a standalone teaser — it is a demonstrator, not one of the six production tools. Screenshots, walkthrough videos and the six user manuals follow.
Governance & audit
The platform is a governed system, not a calculator. The governance architecture is being finalised; the pillars below are the commitment.
The engine recommends; a named person decides, and overrides are captured with a reason.
Every input, output and decision is attributable, timestamped, and permanently recorded — append-only and hash-chained.
Data lineage and freshness are tracked, so ALCO sees what a number is built from and how current it is.
Multi-user governance with RBAC and a full team audit trail — tenant-isolated from day one.
Model status. The current prototype uses proxy formulae and is never presented as a validated model. The production engine, validated under model-risk governance, replaces it.
Technical trust
Honest about what is in place today and what is on the roadmap — no overclaiming.
Honest status. Roadmap items are planned, not yet certified. Nothing here is presented as a regulator-validated model — the production engine is validated under model-risk governance before any regulatory figure is relied upon.