ABGALIS adapts its seven-domain risk intelligence architecture to the unique risk landscape of each sector. Insurance remains our deepest expertise — and the foundation from which we serve the entire risk ecosystem.
Every sector benefits from ABGALIS Group View — monitor risk across subsidiaries, portfolios, and regulated entities as a unified network.
The deepest risk intelligence platform ever built for the global insurance market. From Lloyd's syndicates to global reinsurers.
ABGALIS was born inside insurance. Every model, every domain, every regulatory integration reflects decades of actuarial practice across London, Bermuda, the Middle East, and Asia-Pacific. We don't observe the insurance market from the outside — we've lived inside it.
Interest rate, spread, equity, currency and property exposure across the asset portfolio — with ALM and matching-adjustment sensitivity tracked in real time.
Counterparty default, reinsurance recoverables, premium debtor exposure, and investment portfolio credit concentration.
Stressed cash-flow coverage, collateral and margin calls, mass-lapse scenarios, and liquidity fungibility across entities and currencies.
Underwriting exposure, claims reserve adequacy, IBNR estimation, and insurance-linked securities across the entire portfolio.
Cyber incidents, fraud, claims handling failures, outsourcing risk, and business continuity across the insurance value chain.
Physical and transition risk. NGFS scenarios. Nat cat frequency and severity amplification. Nature, biodiversity and stranded asset exposure.
Business-model shifts, pandemic, social inflation, systemic cyber, PFAS liability, and AI-generated fraud — early warning before they hit your book.
Monitor risk across syndicates, subsidiaries, MGAs, and group entities as a single network. Identify intra-group reinsurance concentration, shared counterparty exposure, aggregate cat accumulation, and group-level capital fungibility — with real-time solvency tracking and diversification benefit analysis across the entire insurance group.
Dynamic risk intelligence for banks, investment firms, asset managers, and financial institutions navigating interconnected threats.
Banking risk doesn't sit in silos. Credit losses cascade into liquidity crises, operational failures trigger reputational damage, and climate transition risk reprices entire loan portfolios. ABGALIS maps these transmission channels in real time — giving banking CROs the compound-risk visibility that Basel frameworks alone cannot provide.
Interest rate risk in the banking book (IRRBB), FX exposure, equity portfolio stress, and derivative valuation under extreme scenarios.
PD/LGD/EAD modelling, credit migration, concentration risk, IFRS 9 ECL staging, and counterparty credit risk across all asset classes.
LCR and NSFR monitoring, intraday liquidity, contingency funding, deposit stability modelling, and systemic liquidity stress.
Fraud, conduct, legal and model risk, third-party concentration, and business continuity across the banking value chain.
DORA-aligned ICT risk management, cyber resilience testing, critical technology third-party concentration, and systemic cyber events.
Transition risk in loan portfolios, physical risk to collateral, NGFS scenario analysis, financed emissions, and green taxonomy alignment.
Business-model viability under SREP, geopolitical shocks, AI model risk, crypto contagion, and digital currency disruption.
Monitor risk across subsidiary banks, branches, joint ventures, and ring-fenced entities as a unified network. Identify intra-group exposures, shared counterparty concentration, aggregate climate risk across all lending books, and group-level capital adequacy — with real-time consolidated reporting and stress testing at holding company level.
Risk intelligence for energy companies, utilities, and infrastructure operators at the centre of the climate transition.
The energy sector sits at the intersection of physical climate risk, transition risk, regulatory upheaval, and geopolitical volatility. ABGALIS gives energy risk leaders a dynamic, seven-domain view of how these forces interact — from upstream asset exposure to downstream market risk, with real-time scenario simulation.
Energy price volatility, gas/power spread risk, renewable curtailment, capacity market exposure, and carbon credit pricing dynamics.
Offtaker and PPA counterparty default, hedge and trading counterparty concentration, and project-finance credit exposure across the asset portfolio.
Margin calls on commodity hedges, collateral demands under price shocks, and stressed funding for capital-intensive transition programmes.
Grid reliability, supply chain disruption, cyber-physical attacks on SCADA/ICS, workforce safety, and asset integrity management.
EU Taxonomy alignment, CSRD mandatory disclosure, ISSB S1/S2 reporting, emissions trading scheme changes, and decommissioning obligations.
Extreme weather on infrastructure, stranded asset valuation, net-zero pathway stress testing, and TNFD-aligned nature, water and biodiversity dependencies.
Energy security, sanctions on supply chains, resource nationalism, technology disruption, and trade route dependence.
Monitor risk across upstream, midstream, and downstream subsidiaries, renewable and conventional portfolios, and cross-border operating entities as a unified network. Identify aggregate transition exposure, shared infrastructure dependencies, and group-level emissions concentration — with real-time reporting at holding company and regulatory entity level.
Dynamic risk intelligence for healthcare systems, hospital trusts, pharma, and life sciences organisations managing converging threats.
Healthcare risk is uniquely interconnected: clinical outcomes depend on supply chains, financial sustainability depends on regulatory compliance, and patient safety depends on operational resilience. ABGALIS maps these cascading dependencies — giving healthcare leaders the foresight to protect both lives and institutions.
Adverse event propagation, medication error cascades, infection outbreak modelling, and clinical pathway risk scoring.
Workforce capacity and burnout, bed capacity stress, supply chain resilience, medical device failure, and continuity for critical care.
Revenue cycle volatility, commissioner funding risk, tariff adequacy, cost inflation, and capital investment exposure.
Ransomware on clinical systems, patient data breach, medical IoT vulnerabilities, and third-party processor exposure under UK GDPR and HIPAA.
CQC inspection readiness, FDA/EMA approval dependencies, clinical trial compliance, and mandatory reporting obligations.
Heat stress on hospitals, flooding of critical infrastructure, pharmaceutical cold chain vulnerability, and sustainability commitments.
Pandemic surge preparedness, AI diagnostic liability, antimicrobial resistance, genomic data governance, and cross-border health security.
Monitor risk across hospital trusts, regional health boards, subsidiary clinics, pharma divisions, and shared service entities as a unified network. Identify shared workforce pressure, cross-site infection propagation pathways, aggregate cyber exposure, and group-level financial stress — with real-time visibility across the entire healthcare group or integrated care system.
Risk intelligence for pension schemes, superannuation funds, and retirement providers managing long-horizon obligations.
Pension funds face a unique convergence of risks: longevity uncertainty, investment volatility, regulatory change, and increasingly climate-driven asset repricing — all over multi-decade horizons. ABGALIS gives pension trustees and CIOs a dynamic, interconnected view of how these risks cascade across the funding position, investment strategy, and covenant strength simultaneously.
Asset-liability mismatch, interest rate sensitivity, inflation hedging effectiveness, and multi-asset portfolio stress testing across all return-seeking and matching strategies.
Employer covenant strength, sponsor financial health monitoring, contingent asset valuation, and corporate event triggers that affect funding commitments.
Collateral buffers on leveraged LDI, margin and cash calls under gilt stress, transfer-value outflows, and collateral waterfall resilience.
Mortality improvement assumptions, longevity swap exposure, buy-in and buy-out pricing, and demographic trend modelling across the membership.
Administration platform resilience, data quality in member records, cyber threats to member data, and third-party administrator concentration risk.
Transition risk in portfolio assets, physical risk to property holdings, TCFD/ISSB disclosure obligations, and climate scenario impact on long-term funding positions.
Endgame and buy-out strategy risk, decumulation innovation, intergenerational fairness challenges, and pensions dashboard integration readiness.
Monitor risk across multiple pension schemes, DB and DC sections, and subsidiary sponsor entities as a single network. Identify concentration risks, shared covenant dependencies, and aggregate climate exposure across the entire pension group — with real-time funding ratio and risk propagation tracking at group level.
Network-level risk intelligence for regulators, supervisors, and central banks monitoring entire regulated populations.
Regulators don't supervise firms in isolation — they supervise ecosystems. A stress event at one insurer propagates through reinsurance chains, counterparty networks, and shared service providers. ABGALIS gives supervisors the ability to monitor hundreds of regulated entities as an interconnected network, revealing systemic concentration, contagion pathways, and emerging vulnerabilities before they crystallise into sector-wide crises.
Aggregate solvency monitoring, capital adequacy trends, reserving adequacy across the market, and early warning indicators for firms approaching distress.
Interconnectedness mapping, counterparty chains, procyclicality monitoring, and countercyclical buffer calibration across the regulated population.
System-wide exploratory scenarios, liquidity contagion modelling, collateral spirals, and market-wide stress amplification.
Product suitability trends, complaints pattern analysis, fair value assessments, and emerging consumer harm indicators across the supervised population.
Critical third-party concentration mapping (cloud, outsourcing, key vendors), cyber threat propagation analysis, and important business service dependency chains.
Sector-wide climate exposure aggregation, NGFS scenario impact at population level, transition pathway alignment, and stranded asset concentration across supervised firms.
AI adoption risk across supervised firms, crypto exposure aggregation, geopolitical sanctions impact, and novel risk categories not yet captured by existing regulatory returns.
This is ABGALIS at its most powerful. Monitor every regulated entity — insurers, banks, pension schemes, investment firms — as a single interconnected network. Map reinsurance chains, counterparty webs, shared vendor concentration, and climate exposure aggregation across the entire supervised population. Identify contagion pathways, systemic concentration, and emerging vulnerabilities in real time. Run population-wide stress tests and see which firms are most exposed — before the stress materialises.
Risk intelligence for exchanges, clearing houses, CSDs, and market infrastructure operators safeguarding market integrity.
Market infrastructure operators sit at the centre of financial system risk. A clearing house failure cascades into every participant; an exchange outage affects entire economies. ABGALIS gives market infrastructure operators a dynamic, network-level view of participant risk, clearing margin adequacy, and systemic concentration — modelling how shocks propagate through the market plumbing in real time.
Enforceability of netting and collateral arrangements, settlement finality, and cross-jurisdictional recognition under EMIR, CSDR and CPMI-IOSCO principles.
Clearing member default probability, margin adequacy, position concentration, wrong-way risk, and default waterfall stress testing across all participant categories.
Settlement liquidity, margin call capacity, intraday liquidity monitoring, default management liquidity needs, and climate-related margin procyclicality.
Revenue and cost stress, competitive displacement, carbon market infrastructure risk, digital asset integration readiness, and T+0 settlement transition impact.
Safekeeping of participant assets, investment of margin and default fund resources, and concentration in custodians and liquidity providers.
Trading system resilience, settlement engine continuity, DDoS and cyber-attack scenarios, third-party technology concentration, and disaster recovery adequacy.
Participant interconnectedness mapping, default contagion chains, indirect participant exposure, and too-interconnected-to-fail analysis across the clearing ecosystem.
Monitor every clearing member, trading participant, and settlement counterparty as an interconnected network. Map default contagion chains, identify concentration risk across participant groups and their subsidiaries, and stress test the entire clearing ecosystem simultaneously. See how a single member default cascades through the waterfall — and which other participants are most exposed.
Dynamic risk intelligence for private credit funds, direct lenders, BDCs, and their investors navigating an opaque, fast-growing asset class.
Private credit has grown into an estimated $2 trillion asset class — and its risks are structural: fragile borrowers, stale valuations, semi-liquid fund structures, layered leverage, and deep bank interlinkages. ABGALIS gives GPs, LPs, and fund boards look-through visibility of the entire fund complex — modelling how borrower stress propagates through leverage layers and funding chains before it reaches the NAV.
Borrower default and DSCR erosion across sponsor-backed mid-market books, covenant-lite documentation, PIK toggles, and collateral and security perfection.
Stale NAV marks and subjective fair values, floating-rate sensitivity of leveraged borrowers, spread widening, and sector concentration in technology, healthcare and services.
Redemption mismatch in semi-liquid vehicles and non-traded BDCs, capital call and subscription line disruption, and fire-sale haircuts on illiquid loans.
Multiple layers of leverage — fund-level facilities, borrower leverage, NAV financing, and CLO structures — with structural subordination and hidden look-through exposure.
GP workout and restructuring capacity, style drift and mandate breaches, key-person dependency, and servicing errors in complex unitranche facilities.
Bank warehouse and revolving facilities, synthetic risk transfers, insurer and pension allocations, sponsor correlation, and contagion into public markets.
Transparency and reporting mandates, retailisation rules under AIFMD II and ELTIF 2.0, inter-creditor disputes, and cross-border fund compliance.
Monitor funds, SMAs, BDCs, and CLO vehicles as a single network. Identify cross-fund borrower overlap, sponsor concentration, shared bank facilities, vintage concentration, and aggregate look-through leverage — with real-time covenant surveillance and liquidity tracking across the entire fund complex.
ABGALIS operates across every major insurance regulatory regime — Europe, North America, the Middle East, and Asia-Pacific. One platform, every jurisdiction.
Solvency II, Lloyd's syndicates, PRA/FCA, London Market insurers, EIOPA guidelines
NAIC RBC framework, state-based regulation, ORSA (US ORSA), surplus lines, US reinsurers
OSFI MCT/LICAT capital requirements, IFRS 17 compliance, federally regulated insurers
DFSA, CBUAE, CMA Saudi Arabia, DIFC & ADGM-regulated insurers, Takaful compliance
MAS RBC (Singapore), HKIA (Hong Kong), IRDAI (India), FSA Japan, APRA (Australia)
Treaty and facultative reinsurance, delegated authority, multi-jurisdiction MGA risk frameworks
Solvency II & NAIC RBC Reporting
PRA SS5/25 & OSFI LICAT
IFRS 17 & Lloyd's RDS 2025
ISO 27001 Certification
SOC 2 Type II
Discover how ABGALIS can unify your enterprise risk landscape into a single, living digital twin — with foresight across every domain.
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