We Know Risk Management Shouldn't Take This Long

Financial institutions everywhere lose weeks to manual workflows and fragmented data-not because teams aren't capable, but because the infrastructure wasn't built for today's market velocity.

Current Reality for Most Risk Teams

2-3 weeks

Spent on manual regulatory submissions

3-5 days

For each credit portfolio analysis cycle

10-15 days

Per treasury stress testing cycle

Case Study: March 2023

Silicon Valley Bank: When Risk Infrastructure Fails

The 16th largest U.S. bank collapsed in 48 hours. $209B in assets seized. The largest failure since 2008. Their risk management infrastructure couldn't keep pace.

Fragmented Data

$91B held-to-maturity securities portfolio with duration risk scattered across treasury, ALM, and risk systems. No unified view of interest rate exposure.

Siloed Decision-Making

Treasury managing liquidity, ALM tracking duration, risk assessing concentration. No workflow to connect deposit flight risk with bond portfolio losses.

No Predictive Intelligence

Failed to model the Fed's 450 bps rate hike impact on unrealized losses and depositor behavior. Purely reactive stance until crisis hit.

"Their risk management infrastructure couldn't keep pace with market velocity"

By the time manual stress tests were complete, market conditions had already shifted. Crisis response replaced proactive management.

The Problem Isn't Unique to SVB

Financial institutions everywhere face the same operational crisis in risk management.

Manual, Fragmented Workflows

•Regulatory submissions: 2-3 weeks of manual data collation from multiple systems

•Credit portfolio analysis: 3-5 days per monthly report cycle

•Fraud investigations: 30-60 minutes per case gathering data

•Treasury stress testing: 10-15 days per cycle

The Excel Dilemma

Analysts are Excel power users-it's excellent for data analysis. But as complexity grows and teams need to collaborate, Excel breaks:

✗No version control for logic or formulas

✗Cannot track changes or maintain audit trails (required for Fed/OCC exams)

✗Collaboration becomes chaotic across risk verticals

✗"Final_v3_FINAL_updated.xlsx" fails regulatory lineage requirements

The Result?

Reactive decision-making. Delayed insights. Massive operational inefficiency. Risk teams become data collectors instead of risk managers. By the time analysis is complete, the market has moved.

We're Building the Solution

An AI-powered enterprise risk management platform designed for the velocity of modern markets. Built by veterans with 15+ years each in quantitative risk at UBS, HSBC, Credit Suisse, and Standard Chartered, combined with deep AI and security expertise from Microsoft, Skyflow, and Fujitsu Research.