One live model of all seven risk domains — credit, market, liquidity, operational and the rest — wired to your CET1 capital ratio and liquidity position, so the ICAAP, ILAAP and Pillar 3 draw on one current model rather than a quarterly cross-team programme.
Credit, market, liquidity and operational risk are run by separate teams on separate cycles — batch-run ECL engines, end-of-day VaR, ALM in its own silo — and joined only by a correlation matrix at the end. Abgalis carries all seven domains in one continuously updated model wired to your regulatory capital and liquidity position, so the dependencies between them are explicit and the capital picture stays current between submissions.
It is analytics, not authority: your risk and finance functions retain ownership of the ICAAP, the RWAs and every capital judgement. Abgalis is the intelligence layer beneath them.
A live, board-ready view of capital and liquidity adequacy — Pillar 2 add-ons, LCR/NSFR and disclosures drawing on one model, current between cycles rather than rebuilt from a standing start.
With the PRA's Basel 3.1 output floor and revised RWAs carried in the model, the next supervisory ask — ICAAP, the Bank of England stress test, FRTB — is a query against a live position, not a fresh programme.
Credit, market and liquidity risk propagated across domains and resolved to CET1, so correlated stress isn't hidden inside separate distributions until it lands. Climate carried alongside for CBES-style scenarios.
Because the model is integrated, you can play a shock through it — a credit deterioration, a market move, a liquidity squeeze, an operational event — and watch it cascade across domains and resolve to the CET1 ratio.
See it on the war-gaming view, how the integrated proposition compares with the engines you run today on the comparison for banking, and the transmission axis in the Cascading Risk Index.
Abgalis gives a bank one continuously updated model of all seven risk domains — credit, market, liquidity, insurance, operational, climate and strategic — wired to the CET1 capital and liquidity position, so the ICAAP, ILAAP and Pillar 3 draw on one current model. It is a data and analytics layer beneath the risk and finance functions, which retain accountability for capital judgements.
The same integrated model feeds capital and liquidity adequacy — Pillar 2 add-ons, stress impacts, LCR and NSFR — from one live source that stays current between submissions, rather than being reassembled cross-team each cycle. The assessments themselves remain owned by the firm.
The PRA's Basel 3.1 reforms reshape the output floor and the credit, market and operational RWAs. Abgalis carries the revised risk weights and stress mechanics in the model, so ICAAP, Bank of England stress and FRTB work run as queries against a live position. Firms should confirm implementation dates and calibration against PRA source material.
Instead of joining separate distributions with a correlation matrix, the model represents the balance sheet as a network of the seven domains and propagates a shock across them to the capital position — so correlated stress is visible before it arrives, not after.
No. Abgalis is an intelligence and integration layer above the specialist engines you already run — IFRS 9 ECL, VaR/FRTB, ALM/IRRBB. It makes the dependencies between them explicit and keeps a live cross-domain view; it does not replace them or the ownership of the numbers.
No. Abgalis Limited is a risk data and analytics provider, not an authorised or regulated firm, and does not provide regulated advice. Responsibility for regulatory submissions and capital judgements remains with the bank and its accountable functions.
Abgalis is designed to operate against a firm's risk estate with data-handling and operational-resilience expectations (including DORA third-party considerations) treated as first-order requirements. Specific deployment and data-residency arrangements are agreed per engagement and confirmed contractually.
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Abgalis Limited is a risk data and analytics provider, not an authorised or regulated firm, and does not provide regulated, actuarial or legal advice. References to the ICAAP, ILAAP, Pillar 3, Basel 3.1 and stress testing describe the regulatory context banks operate in; accountability for all regulatory and capital judgements remains with the firm. Firms should verify current requirements against PRA and EBA source material.
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