FinanceReasoningHigh complexity
Capital Optimisation
Allocate capital across business lines under CRR3, stress scenarios and return targets.
How we approach it
Model risk-weighted assets, leverage and liquidity under current rules and stress scenarios. An optimiser proposes allocations within risk appetite, and scenario tools show the effect of each decision on the ratios. Results feed the ICAAP and planning, with every assumption documented.
Business value
Better returns on capital within appetite
Technology stack
- Risk engines
- optimisation solvers
- scenario modelling
- regulatory reporting data
Related service
Proprietary AI DevelopmentRelated use cases
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