9 desks, spread decomposition, client flow. YTD P&L vs budget, drawdown analysis, position concentration, stress vulnerability.
$385M YTD • 9 desksFRTB-IMA ES, parallel run, 9 desks. VaR/SVaR/IRC/CRM/RNIV/DRC — all with limits, backtesting, risk commentary.
VaR $142M • 79% utilisationCurrent regime with confidence, transition probabilities, asset class outlook, sector opportunities, forecasts, and backtesting accuracy.
ELEVATED 72% • 6 asset classesLCR, NSFR, HQLA composition, survival horizon, intraday funding position.
LCR 135% • Survival 45dCapital, liquidity, risk appetite breaches. Rapid deterioration flags. Data quality issues.
0 active breachesCascading limit hierarchy (group/business/desk), utilisation gauges, headroom analysis, EaR/CaR stress, business gating.
31 limits • all GREENClient activity by desk and product, flow decomposition, top counterparties, internalisation rates, market share.
9 desks • liveSA-CCR exposures, SIMM margin calls, collateral inventory, threshold breaches, CSA monitoring, wrong-way risk.
top 50 CPs • $12B IMProduct-level operations: mortgages (CPR, LTV), cards (NCO, interchange), auto, deposits (beta, competitive gap), credit quality.
7 segments • 10 pools60-second view: revenue, NII, CIR, RoTE, capital, liquidity, credit quality, alerts. Model bank calibrated.
6 panels • $1.5T model bank519 rated entities, concordance monitor, sector heatmap, geographic map. Watch/Worry/Monitor watchlist.
97% ±2 • 154 on watchlistT-account view, CET1 waterfall, RWA by segment and desk, capital planning with MDA, 24-month forecast.
CET1 13.2% • RWA $1.8TG-SIB P1 build: RWA density, FRTB output floor, capital velocity, DuPont decomposition, HQLA optimiser, constraint surface.
6 tabs • G1.1-G1.7Multi-regime regulatory comparator, wealth/AM revenue model, ESG & climate risk, geographic portfolio. Fed/PRA/ECB/FINMA.
4 tabs • P4-P7NII waterfall and sensitivity, IRRBB (6 EBA scenarios, SOT), funding profile, deposit stability, yield curves.
5 tabs • ECB live curvesECL staging (Stage 1/2/3), cost of risk, NPL trends, coverage ratios, top deteriorating exposures.
ECL $5.2B • CoR 45bps60-second retail health: NIM, NII, CoR, loan book, deposit franchise, stress outlook, IFRS 9 staging, capital efficiency.
$1T loans • $1.2T depositsALCO agent decisions: 6 levers, 5 feedback loops, loss function, NIM optimisation, duration hedging, competitive positioning.
6 levers • 5 loopsPayments (5 corridors), trade finance ($85B), securities ($2.5T AuC), correspondent banking (120 respondents), client RAROC, portfolio optimisation.
$350B deposits • 18 models$1.5T AUM across 4 segments. Trust index, fee compression, Lombard lending, NNM, RM productivity, BHB attribution.
$1.5T AUM • 18 modelsInteractive macro shocks propagated to P&L, capital, ECL, liquidity. 7 presets + custom. Cross-model consistency.
7 presets • 5 shocksIRB PD: Gini (0.85–0.94), calibration, migration, MoC (10–17bp), challenger model, sensitivity analysis.
5 GREEN • 2 AMBERVaR backtesting (10 portfolios, Kupiec), SVaR calibration, FRTB-IMA PLAT, ES validation, method benchmarking.
VaR • SVaR • ES • PLATSA-CCR validation, SIMM backtesting, CVA model performance, exposure profile benchmarking, WWR calibration.
SA-CCR • SIMM • CVAPillar 3 disclosure, COREP/FINREP, Board Pack (CFO section), Investor Earnings Pack. PDF templates ready.
4 templates • PDF58 rules, 24 monitors, 10-gate trade compliance, DORA, reporting calendar, audit trail. Regulator and auditor view.
18G / 4A / 2R • 97.3% passMulti-regime regulatory (Fed/PRA/ECB/FINMA), Wealth/AM revenue model, ESG & Climate, Geographic portfolio.
P4-P7 • 4 regimesBusiness mix transition, capital return policy, cost evolution, transformation dynamics, NBFI competition, technology, IMA/SA.
7 tabs • 10 G-SIB peersEnd-to-end simulation runs, parameter sensitivity, Monte Carlo paths, convergence diagnostics, output distribution analysis.
full pipeline • interactiveBank profiles, financial comparison, revenue mix, desk notionals, radar charts. JPM, GS, HSBC, UBS, Citi vs model bank.
5 G-SIBs • calibrationCorporate, FI, G-SIB, Sovereign concordance scatter plots. Master scale PD comparisons. Rating vintage analysis.
9 charts • interactive528-node credit universe graph, sovereign-FI-corporate linkages, contagion simulation, distance diagrams.
528 nodes • 1,003 edgesRating transition matrices: All Rated, Sovereign, FI, Corporate. S&P 1981–2024 observed data.
4 segmentsYahoo, Stooq, FRED, ECB yield curves. Interactive charts with statistics, quality alerts, distribution analysis.
4 sources • 100+ tickersDistribution analysis, cross-asset correlation matrix, yield curve viewer, data request workflow.
4 tabs628 datasets, freshness SLAs, quality scorecard, inventory treemap, lineage, incident tracking.
163 GREEN • 0 REDCross-engine workflows, 7,301 Exchange signals, Glass Box audit trail, integration health monitoring.
7/7 engines • SUCCESSGlobal Bank Distress (79 events, 25 countries), Sovereign Defaults & Paris Club (458 restructurings).
publishable