One agent stack. Three buyers, one audit trail.

For the funds the big risk platforms don't sell to.

Bull, bear, macro and tail-risk agents read every 10-K, transcript, alt-data feed and tick. The output is a confidence-weighted call with an explicit invalidation trigger and a replayable reasoning log — not a chat transcript you have to re-verify by hand.

Ticker in at the close; by the open, a debated call with an explicit invalidation trigger. Connect a book and it is repriced overnight — what moved, what broke, which hedge got expensive — on the same numbers the research runs on, so the tool that thinks and the tool that measures never drift apart.

Agents are named for public investing methodologies; not affiliated with or endorsed by any individual.

Internal risk that survives the supervisor's review.

Internal risk that is supervisor-defensible from day one. PD/LGD/EAD validation, ICAAP scenarios, FRTB SBM/IMA, LCR/NSFR liquidity and IFRS9 ECL — all on the same calculator the supervisor's review will trust.

Every test carries its own audit log: the inputs, the method, the threshold and the finding, exportable in the format the regulator already reads. Validation stops being a quarterly fire-drill and becomes a button.

The suptech your central bank can actually deploy.

Multi-layer DebtRank contagion across banking exposures. Reverse-stress finds the scenario that breaks Bank-X. Natural-language queries against 7,553 regulatory documents. The largest supervisors build this kind of capability in-house — every other supervisor needs it shipped, on-prem, with procurement-grade audit trails.

The scenario grid is reproducible end to end: the same run, the same numbers, every time, with lineage from each cell back to the exposure that drove it.