Pre-Release

RiskNet

Real-time risk intelligence platform for the Settlement Computer. Counterparty risk scoring, contagion modeling, CPMI-IOSCO stress testing, and pre-settlement risk check API. 28 algorithms, 50+ API endpoints.

28
risk algorithms
50+
API endpoints
14,800
lines Go + React/D3
9
page interactive dashboard

Risk Intelligence Suite

RiskNet delivers real-time risk intelligence as a structural byproduct of running the netting engine. Unlike CLS (which sells historical volume aggregation via CLSMarketData), RiskNet provides forward-looking risk analytics computed from live settlement positions. All risk assessments are available via API and interactive dashboard.

Capabilities

01

Counterparty Risk Scoring

Value at Risk (VaR), Expected Shortfall (ES), and Wrong-Way Risk assessment. Per-participant credit scoring based on settlement history, obligation fulfilment rates, and position volatility.

02

DebtRank Contagion Modeling

Network-topology contagion analysis. Identifies systemic risk propagation paths through the settlement graph. Quantifies how one participant's failure cascades through the network.

03

CPMI-IOSCO Stress Testing

Cover-2 and Cover-3 stress scenarios. Reverse stress testing to identify breaking points. Aligned with PFMI Principle 4 (credit risk) and Principle 7 (liquidity risk).

04

BCBS 248 Intraday Liquidity

Real-time intraday liquidity monitoring per participant. Throughput analysis, time-specific obligations, and available intraday credit calculations. Basel III/IV reporting compatible.

05

Pre-Settlement Risk Check API

Real-time admission control. Exposure limits, counterparty credit checks, and corridor capacity verified before obligations enter the netting pool. Enforced at consensus level.

06

Interactive Dashboard

9-page React/D3 dashboard. Network topology visualization, contagion heatmaps, stress test results, liquidity monitoring, and historical trend analysis.

Competitive Differentiation

CLS (Current Market)

  • CLSMarketData: historical volume aggregation
  • No real-time risk analytics
  • No contagion modeling
  • No pre-settlement risk checks
  • Advisory model (no enforcement)

RiskNet

  • Real-time risk intelligence from live positions
  • DebtRank contagion modeling
  • CPMI-IOSCO + BCBS 248 compliance
  • Pre-settlement risk check API (consensus-enforced)
  • Patent-protected (PROV-002)

Architecture

Backend
Go (14,800 lines)
Frontend
React + D3.js (9-page dashboard)
API
50+ REST endpoints
Algorithms
28 risk models
Integration
Direct Settlement Computer data feed
Patent
PROV-002 (risk intelligence claims)

API reference under NDA

RiskNet API documentation, algorithm specifications, and dashboard access are available for qualified institutional participants and regulators.

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