For Heads of Risk, Risk CTOs, and Model Validation leads
Banking risk and capital calculations, generated from your Excel models.
Convert the spreadsheets your risk and capital teams maintain — IRB models, ECL/IFRS 9 calculations, capital stress tests, scenario sensitivities — into governed services that run inside your existing risk infrastructure. Auditable code your validation team can review against the model documentation.
Risk and capital models can't keep living in spreadsheets.
- Your IRB and capital workbooks ship to production every time someone clicks save.
- Regulators, internal audit, and validation teams need versioned, reviewed, testable logic — Excel can't give them that.
- In-house rewrites drag for 18 months and still lose information the workbook held.
Your model in Excel. Your service in production. From the same file.
Your model in Excel
Generated code, in seconds
use std::error::Error;
#[derive(Debug, Clone)]
pub struct StressTestInput {
pub balance: f64,
pub pd: f64,
pub lgd: f64,
pub pd_shock: f64,
pub lgd_shock: f64,
}
#[derive(Debug, Clone)]
pub struct StressTestOutput {
pub expected_loss: f64,
pub capital_required: f64,
}
fn main() -> Result<(), Box<dyn Error + Send + Sync>> {
let input = StressTestInput {
balance: 1_000_000.0,
pd: 0.02,
lgd: 0.45,
pd_shock: 1.5,
lgd_shock: 1.2,
};
let output = codcel_stress_test(&input)?;
println!("expected_loss: {}", output.expected_loss);
println!("capital_required: {}", output.capital_required);
Ok(())
}Every factor table, every lookup, every formula — translated into type-safe code your IT team reviews, tests against your current outputs, and deploys behind your existing API gateway.
What you can ship in days, not months.
Capital calculations
IRB PD/LGD/EAD calculators, capital aggregation, regulatory reporting feeds — type-safe and validated against your current outputs.
Stress testing
Scenario runs and sensitivity APIs — including the reverse-stress logic your workbook already encodes — generated from the model risk owns and callable from your platforms.
ECL & IFRS 9
Staging logic, 12-month and lifetime expected loss calculations, macro-overlay scenarios — auditable and rerunnable on demand.
A capital stress test workbook — IRB factors, macro overlays, capital uplifts — becomes generated, type-safe code in well under a minute. Every output is benchmarked against your existing workbook before any risk owner signs off.
Bring your hardest risk workbook.
Demos run on your file. If we can't reproduce your current outputs within the first session, we'll tell you on the call.