Under the standardised approach, market-risk capital is set by your sensitivities — and the charge is a hard, non-convex function to minimize against your hedges and limits. PRISM optimizes the true standardised charge within your risk limits, deterministically and with a full audit trail. Start with the interactive model below, then run it on your real book.
In plain English. Banks are required by law to hold a cushion of their own money against the risks they take. The rules fix the formula for calculating how much — but not how a bank arranges its positions within that formula. This page is about that arrangement, which is worth real money because capital is expensive. Unfamiliar words? See the glossary.
Set your book notional and risk-class mix, then move hedge effectiveness and cross-class diversification to see how the standardised charge responds. Illustrative, not a regulatory calculation — your numbers will differ.
You bring your sensitivities, hedges, and limits; PRISM returns a capital-minimizing position within them, plus a deterministic audit trail. The methods are proprietary; the interface is simple.
The true SA charge, minimized within your limits.
Achievable capital relief depends entirely on your book, hedges, and limits — some books have little slack, others meaningful headroom. We don't quote a number we can't stand behind: the pilot measures it on your real positions, with losing cases shown.
8-week paid pilot on your data — you get a benchmark report on your real book and reference pricing for production. You set the pass/fail metric before we start; every losing case is shown.
Start an 8-week paid pilot →Prefer a form? Request a pilot →