Your data
Positions, customers and market data, read from your existing systems, not replaced.
Phyn{Risk} · Enterprise risk management
Every risk number from one engine.
PhynRisk projects the cash flows of every loan, deposit, security and derivative once — from plain vanilla swaps to exotics — then calculates capital, earnings, liquidity, interest-rate risk, market risk and expected credit loss from them. The numbers agree because they are the same numbers.
ONE ENGINE
Calculated once. Used everywhere.
The engine
Contractual and behavioural cash flows, present values, curves and scenarios.
The measures
Capital, NII, gap and liquidity, IRRBB and FTP, IFRS 9, market risk.
Your processes
Regulatory returns, ICAAP/ILAAP, LCR and NSFR, stress testing, hedge accounting.
Feed your existing reporting platform, or produce the returns here.
WHAT'S INSIDE
Everything a risk function has to produce.
Cash-flow and pricing engine
Contractual and behavioural cash flows and present values, instrument by instrument.
Derivatives
Plain vanilla and exotic derivatives, priced on the same engine for NPV, sensitivities and risk.
Regulatory capital
Risk-weighted assets and the capital requirement under CRR3 and Basel 3.1.
NII and earnings
Forward net interest income and multi-year P&L.
Gap and liquidity
Contractual and behavioural gaps, bucket by bucket.
IRRBB and FTP
ΔEVE, ΔNII, supervisory outlier tests, transfer pricing and margin attribution.
IFRS 9 ECL
Staging and expected credit loss on the same cash flows.
Market risk and FRTB
Sensitivities, VaR and the standardised approach.
Dynamic budgeting
Balance-sheet plans projected forward.
Reporting and queries
Regulatory returns, extracts and ad-hoc questions from the same results.
Built on shared behavioural models, market and funding curves and a scenario generator.
A NEW WAY OF WORKING
Describe the change. The agent builds it, you sign it off.
In PhynRisk, regulation is a decision graph, not rules buried in compiled code — the CRR3 standardised approach, for example, with every node linked to the article it implements. Describe a change in plain terms; an agent builds it on the graph, citing the article it relies on, and tests it in seconds. You review and sign it off before it applies — and a supervisor's question leads to a path you can point at.
- Decision nodes, each linked to its article in regulation
- Article-level test cases run in seconds
- Every change built by the agent, signed off by a person, and recorded
CRR3
Agent identifies the decision logic
Tests passedAwaiting sign-off
UNDER YOUR CONTROL
AI does the work. Your people make the calls.
Numbers come from the engine, not the model.
Calculations are deterministic: the same inputs always give the same answer.
The agent drafts, a person approves.
Nothing reaches production until someone accepts it, and that acceptance is recorded.
Every figure traces back.
Any number resolves to the positions, curves and parameters behind it, and can be rebuilt for a supervisor years later.
See PhynRisk on your own numbers.
Design partners get PhynRisk configured on their own portfolio, working directly with the people who built it.
See it running45 minutes with the people who built it. No slides.