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.
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.
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