Bank route · trading book · treasury · model risk
Banks & financial institutions
Your risk numbers and your risk checks often come from the same stack. When a regulator asks who verified the number independently, most banks have no reproducible answer. SAA recomputes the same numbers on an independent deterministic engine and returns a proof path: same input, same hash, replayable by your auditor without trusting us.
Bank workflows that need an independent second answer.
The route starts with the bank mandate, not the module list: Risk Analyzer for portfolio math, Global Risk for country and physical shocks, ARIN for governed narrative review.
Trading-book challenger
Monte Carlo is slow; quick approximations can miss the tail. Recompute VaR, CVaR, ES and stress outputs against a deterministic challenger and return PASS / WARN / FAIL / INCONCLUSIVE with hash-pinned replay.
Pre-trade & intraday governance
Risk discovered after execution is governance debt. Market tick to portfolio state to risk delta to ALLOW / REVIEW / BLOCK verdict, without replacing execution systems.
Credit and capital review
Capital conversations need boundaries as much as numbers. PD/LGD/EAD, Basel RWA and capital-pressure context stay review-grade until pilot evidence supports a stronger claim.
Regulatory evidence pack
An opinion is not replay. The pack returns methodology, limitations, source trail, replay instructions and cannot-claim boundary.
Evidence, not testimonials.
Pre-client bank pages should not pretend to have customer logos. The substitute is stronger: open method, benchmarked challenger output and a public independence posture.
DRCET method
Deterministic Risk-Compute Equivalence Test: an open protocol for checking whether a fast risk engine returns the Monte Carlo answer.
See methodology →Monte Carlo answer, near-millisecond lane
Single-portfolio benchmark: 10M-path Monte Carlo reference, SAA deterministic kernel at 1.12 ms and within 0.19% on the shown tail loss.
Open Risk Analyzer →Independence Charter
Public neutrality commitments: no replacement-stack claim, no customer-logo inflation, no stronger claim than the evidence can replay.
Read charter →Founder-direct intake
Bring one bank workflow.
Start with one book, one gate or one model-risk question. We return the answer, the boundary and the replay path.