Operators, not consultants.

Conventional parametric VaR assumes normality and stationarity — assumptions that fail precisely when they matter most. Our system overlays a generative reasoning layer that ingests policymaker discourse, supply chain disclosures, and counterparty filings to dynamically reweight the tail. The output is a regime-conditional VaR, not a historical average.

Sovereign wealth funds, family offices managing $250M+ AUM, quantitative hedge funds, pension funds, and corporate treasury desks with material multi-asset exposure. We do not serve retail.

Two deployment modes: (1) On-premise vault with air-gapped inference on your hardware, or (2) dedicated single-tenant cloud with SOC 2 Type II controls and encrypted-at-rest model weights. Portfolio data never traverses public inference endpoints.

Licensed datasets from major financial archives (1985–present), full-text central bank communications across 17 jurisdictions, SEC and equivalent regulatory filings, and proprietary annotated crisis-event corpora. No client portfolio data is used for training.

Annual institutional license with three tiers based on AUM band, inference throughput, and deployment mode. Pilots typically run 90 days with full SLA. Contact our institutional relations team for indicative pricing.

REST API, FIX gateway adapters, Bloomberg Terminal companion plugin, and direct integration with Aladdin, Charles River, and Eze Investment Suite. Average time-to-first-signal in a new deployment: 11 business days.

Yes. Every output carries a deterministic provenance trace: source documents, intermediate inference steps, and regime classification confidence. Designed to satisfy FINRA, SFC, FCA, and MAS audit requirements.

Three-stage onboarding: (1) 30-minute discovery call to align scope, (2) signed mutual NDA + technical workshop, (3) 90-day pilot with measurable KPIs and a defined off-ramp. We do not lock institutions into multi-year contracts before they have validated edge.