Model Pool
Ready-to-use models, organized by topic, use and industry. Standardized, documented and validated, adjusted to your industry and put into production inside your organization.
- One inventory, three ways to browse it
- Each model shows its real status
- Assumptions, inputs and validation documented
- If your model is not here, we build it
The inventory
One inventory, three ways to browse it. Each model shows its real status.
Risk 9 models
Active
Risk-adjusted return
Sharpe, Sortino, information ratio and other measures that weigh return against risk taken.
Banking · Insurance · Asset and investment management
Active
VaR · value at risk
Variance-covariance, historical simulation, Monte Carlo, Boudoukh, filtered historical simulation, neural networks and random forests.
Banking · Insurance · Asset and investment management
Active
Relationships and conflicts of interest
Detects links between people, companies and transactions to identify related parties and conflicts of interest.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Active
Operational risk identification
Identifies and classifies operational risks from processes, events and incidents.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Active
Key risk indicators (KRI)
Indicators with thresholds and traffic lights to track key risks.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Active
Insurance pricing risk
Measures whether premiums are sufficient for expected claims.
Insurance
Being updated
CAMEL · counterparty limits
Allocation of investment limits to securities-market counterparties.
Banking · Insurance · Asset and investment management
In development
Liquidity risk
Liquidity gaps and coverage indicators across horizons.
Banking · Asset and investment management
In development
ESG and climate risk for portfolios
A portfolio's exposure to ESG and climate factors, and its effect over time.
Banking · Insurance · Asset and investment management
Finance and forecasting 7 models
Active
TWR · time-weighted return
Return of an investment portfolio, neutral to contributions and withdrawals.
Banking · Insurance · Asset and investment management
Active
MWR · money-weighted return
The investor's return given the timing and size of contributions and withdrawals.
Banking · Insurance · Asset and investment management
Active
Return attribution
How much of the result comes from allocation, selection and each asset.
Banking · Insurance · Asset and investment management
Being updated
CAMEL · counterparty limits
Allocation of investment limits to securities-market counterparties.
Banking · Insurance · Asset and investment management
In validation
Cash flow forecasting
Forecasts cash inflows and outflows under scenarios.
Corporates · Public sector · Banking · Insurance
In development
Budget and variances
Budget construction and variance tracking.
Corporates · Public sector · Banking · Insurance
In development
Liquidity risk
Liquidity gaps and coverage indicators across horizons.
Banking · Asset and investment management
Portfolios and investments 6 models
Active
TWR · time-weighted return
Return of an investment portfolio, neutral to contributions and withdrawals.
Banking · Insurance · Asset and investment management
Active
MWR · money-weighted return
The investor's return given the timing and size of contributions and withdrawals.
Banking · Insurance · Asset and investment management
Active
Return attribution
How much of the result comes from allocation, selection and each asset.
Banking · Insurance · Asset and investment management
Active
Risk-adjusted return
Sharpe, Sortino, information ratio and other measures that weigh return against risk taken.
Banking · Insurance · Asset and investment management
Active
VaR · value at risk
Variance-covariance, historical simulation, Monte Carlo, Boudoukh, filtered historical simulation, neural networks and random forests.
Banking · Insurance · Asset and investment management
In development
ESG and climate risk for portfolios
A portfolio's exposure to ESG and climate factors, and its effect over time.
Banking · Insurance · Asset and investment management
Actuarial 2 models
Active
Insurance pricing risk
Measures whether premiums are sufficient for expected claims.
Insurance
In validation
Technical reserves
Reserve estimation with Chain Ladder and its variants.
Insurance
Detection 3 models
Active
Relationships and conflicts of interest
Detects links between people, companies and transactions to identify related parties and conflicts of interest.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Active
Alert stratification
Ranks alerts by risk level to prioritize review.
Banking · Insurance · Asset and investment management · Corporates · Public sector
In validation
Anomaly detection
Detects anomalies in data across different processes.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Data and segmentation 3 models
Active
Segmentation and classification
Segmentation methods for different purposes: clients, products, counterparties or alerts.
Banking · Insurance · Asset and investment management · Corporates · Public sector
In validation
Anomaly detection
Detects anomalies in data across different processes.
Banking · Insurance · Asset and investment management · Corporates · Public sector
In validation
Data quality
Validation and reconciliation rules that flag incomplete or inconsistent data.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Artificial intelligence 2 models
Active
Segmentation and classification
Segmentation methods for different purposes: clients, products, counterparties or alerts.
Banking · Insurance · Asset and investment management · Corporates · Public sector
In development
Regulatory document classification
Classifies regulations and documents by topic, obligation and validity.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Banking 18 models
Active
TWR · time-weighted return
Return of an investment portfolio, neutral to contributions and withdrawals.
Banking · Insurance · Asset and investment management
Active
MWR · money-weighted return
The investor's return given the timing and size of contributions and withdrawals.
Banking · Insurance · Asset and investment management
Active
Return attribution
How much of the result comes from allocation, selection and each asset.
Banking · Insurance · Asset and investment management
Active
Risk-adjusted return
Sharpe, Sortino, information ratio and other measures that weigh return against risk taken.
Banking · Insurance · Asset and investment management
Active
VaR · value at risk
Variance-covariance, historical simulation, Monte Carlo, Boudoukh, filtered historical simulation, neural networks and random forests.
Banking · Insurance · Asset and investment management
Active
Relationships and conflicts of interest
Detects links between people, companies and transactions to identify related parties and conflicts of interest.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Active
Operational risk identification
Identifies and classifies operational risks from processes, events and incidents.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Active
Key risk indicators (KRI)
Indicators with thresholds and traffic lights to track key risks.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Active
Alert stratification
Ranks alerts by risk level to prioritize review.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Active
Segmentation and classification
Segmentation methods for different purposes: clients, products, counterparties or alerts.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Being updated
CAMEL · counterparty limits
Allocation of investment limits to securities-market counterparties.
Banking · Insurance · Asset and investment management
In validation
Anomaly detection
Detects anomalies in data across different processes.
Banking · Insurance · Asset and investment management · Corporates · Public sector
In validation
Cash flow forecasting
Forecasts cash inflows and outflows under scenarios.
Corporates · Public sector · Banking · Insurance
In validation
Data quality
Validation and reconciliation rules that flag incomplete or inconsistent data.
Banking · Insurance · Asset and investment management · Corporates · Public sector
In development
Budget and variances
Budget construction and variance tracking.
Corporates · Public sector · Banking · Insurance
In development
Liquidity risk
Liquidity gaps and coverage indicators across horizons.
Banking · Asset and investment management
In development
ESG and climate risk for portfolios
A portfolio's exposure to ESG and climate factors, and its effect over time.
Banking · Insurance · Asset and investment management
In development
Regulatory document classification
Classifies regulations and documents by topic, obligation and validity.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Insurance 19 models
Active
TWR · time-weighted return
Return of an investment portfolio, neutral to contributions and withdrawals.
Banking · Insurance · Asset and investment management
Active
MWR · money-weighted return
The investor's return given the timing and size of contributions and withdrawals.
Banking · Insurance · Asset and investment management
Active
Return attribution
How much of the result comes from allocation, selection and each asset.
Banking · Insurance · Asset and investment management
Active
Risk-adjusted return
Sharpe, Sortino, information ratio and other measures that weigh return against risk taken.
Banking · Insurance · Asset and investment management
Active
VaR · value at risk
Variance-covariance, historical simulation, Monte Carlo, Boudoukh, filtered historical simulation, neural networks and random forests.
Banking · Insurance · Asset and investment management
Active
Relationships and conflicts of interest
Detects links between people, companies and transactions to identify related parties and conflicts of interest.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Active
Operational risk identification
Identifies and classifies operational risks from processes, events and incidents.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Active
Key risk indicators (KRI)
Indicators with thresholds and traffic lights to track key risks.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Active
Insurance pricing risk
Measures whether premiums are sufficient for expected claims.
Insurance
Active
Alert stratification
Ranks alerts by risk level to prioritize review.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Active
Segmentation and classification
Segmentation methods for different purposes: clients, products, counterparties or alerts.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Being updated
CAMEL · counterparty limits
Allocation of investment limits to securities-market counterparties.
Banking · Insurance · Asset and investment management
In validation
Anomaly detection
Detects anomalies in data across different processes.
Banking · Insurance · Asset and investment management · Corporates · Public sector
In validation
Cash flow forecasting
Forecasts cash inflows and outflows under scenarios.
Corporates · Public sector · Banking · Insurance
In validation
Technical reserves
Reserve estimation with Chain Ladder and its variants.
Insurance
In validation
Data quality
Validation and reconciliation rules that flag incomplete or inconsistent data.
Banking · Insurance · Asset and investment management · Corporates · Public sector
In development
Budget and variances
Budget construction and variance tracking.
Corporates · Public sector · Banking · Insurance
In development
ESG and climate risk for portfolios
A portfolio's exposure to ESG and climate factors, and its effect over time.
Banking · Insurance · Asset and investment management
In development
Regulatory document classification
Classifies regulations and documents by topic, obligation and validity.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Asset and investment management 16 models
Active
TWR · time-weighted return
Return of an investment portfolio, neutral to contributions and withdrawals.
Banking · Insurance · Asset and investment management
Active
MWR · money-weighted return
The investor's return given the timing and size of contributions and withdrawals.
Banking · Insurance · Asset and investment management
Active
Return attribution
How much of the result comes from allocation, selection and each asset.
Banking · Insurance · Asset and investment management
Active
Risk-adjusted return
Sharpe, Sortino, information ratio and other measures that weigh return against risk taken.
Banking · Insurance · Asset and investment management
Active
VaR · value at risk
Variance-covariance, historical simulation, Monte Carlo, Boudoukh, filtered historical simulation, neural networks and random forests.
Banking · Insurance · Asset and investment management
Active
Relationships and conflicts of interest
Detects links between people, companies and transactions to identify related parties and conflicts of interest.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Active
Operational risk identification
Identifies and classifies operational risks from processes, events and incidents.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Active
Key risk indicators (KRI)
Indicators with thresholds and traffic lights to track key risks.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Active
Alert stratification
Ranks alerts by risk level to prioritize review.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Active
Segmentation and classification
Segmentation methods for different purposes: clients, products, counterparties or alerts.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Being updated
CAMEL · counterparty limits
Allocation of investment limits to securities-market counterparties.
Banking · Insurance · Asset and investment management
In validation
Anomaly detection
Detects anomalies in data across different processes.
Banking · Insurance · Asset and investment management · Corporates · Public sector
In validation
Data quality
Validation and reconciliation rules that flag incomplete or inconsistent data.
Banking · Insurance · Asset and investment management · Corporates · Public sector
In development
Liquidity risk
Liquidity gaps and coverage indicators across horizons.
Banking · Asset and investment management
In development
ESG and climate risk for portfolios
A portfolio's exposure to ESG and climate factors, and its effect over time.
Banking · Insurance · Asset and investment management
In development
Regulatory document classification
Classifies regulations and documents by topic, obligation and validity.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Corporates 10 models
Active
Relationships and conflicts of interest
Detects links between people, companies and transactions to identify related parties and conflicts of interest.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Active
Operational risk identification
Identifies and classifies operational risks from processes, events and incidents.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Active
Key risk indicators (KRI)
Indicators with thresholds and traffic lights to track key risks.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Active
Alert stratification
Ranks alerts by risk level to prioritize review.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Active
Segmentation and classification
Segmentation methods for different purposes: clients, products, counterparties or alerts.
Banking · Insurance · Asset and investment management · Corporates · Public sector
In validation
Anomaly detection
Detects anomalies in data across different processes.
Banking · Insurance · Asset and investment management · Corporates · Public sector
In validation
Cash flow forecasting
Forecasts cash inflows and outflows under scenarios.
Corporates · Public sector · Banking · Insurance
In validation
Data quality
Validation and reconciliation rules that flag incomplete or inconsistent data.
Banking · Insurance · Asset and investment management · Corporates · Public sector
In development
Budget and variances
Budget construction and variance tracking.
Corporates · Public sector · Banking · Insurance
In development
Regulatory document classification
Classifies regulations and documents by topic, obligation and validity.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Public sector 10 models
Active
Relationships and conflicts of interest
Detects links between people, companies and transactions to identify related parties and conflicts of interest.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Active
Operational risk identification
Identifies and classifies operational risks from processes, events and incidents.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Active
Key risk indicators (KRI)
Indicators with thresholds and traffic lights to track key risks.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Active
Alert stratification
Ranks alerts by risk level to prioritize review.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Active
Segmentation and classification
Segmentation methods for different purposes: clients, products, counterparties or alerts.
Banking · Insurance · Asset and investment management · Corporates · Public sector
In validation
Anomaly detection
Detects anomalies in data across different processes.
Banking · Insurance · Asset and investment management · Corporates · Public sector
In validation
Cash flow forecasting
Forecasts cash inflows and outflows under scenarios.
Corporates · Public sector · Banking · Insurance
In validation
Data quality
Validation and reconciliation rules that flag incomplete or inconsistent data.
Banking · Insurance · Asset and investment management · Corporates · Public sector
In development
Budget and variances
Budget construction and variance tracking.
Corporates · Public sector · Banking · Insurance
In development
Regulatory document classification
Classifies regulations and documents by topic, obligation and validity.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Measure 13 models
Active
TWR · time-weighted return
Return of an investment portfolio, neutral to contributions and withdrawals.
Banking · Insurance · Asset and investment management
Active
MWR · money-weighted return
The investor's return given the timing and size of contributions and withdrawals.
Banking · Insurance · Asset and investment management
Active
Return attribution
How much of the result comes from allocation, selection and each asset.
Banking · Insurance · Asset and investment management
Active
Risk-adjusted return
Sharpe, Sortino, information ratio and other measures that weigh return against risk taken.
Banking · Insurance · Asset and investment management
Active
VaR · value at risk
Variance-covariance, historical simulation, Monte Carlo, Boudoukh, filtered historical simulation, neural networks and random forests.
Banking · Insurance · Asset and investment management
Active
Operational risk identification
Identifies and classifies operational risks from processes, events and incidents.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Active
Key risk indicators (KRI)
Indicators with thresholds and traffic lights to track key risks.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Active
Insurance pricing risk
Measures whether premiums are sufficient for expected claims.
Insurance
Being updated
CAMEL · counterparty limits
Allocation of investment limits to securities-market counterparties.
Banking · Insurance · Asset and investment management
In validation
Technical reserves
Reserve estimation with Chain Ladder and its variants.
Insurance
In development
Budget and variances
Budget construction and variance tracking.
Corporates · Public sector · Banking · Insurance
In development
Liquidity risk
Liquidity gaps and coverage indicators across horizons.
Banking · Asset and investment management
In development
ESG and climate risk for portfolios
A portfolio's exposure to ESG and climate factors, and its effect over time.
Banking · Insurance · Asset and investment management
Forecast 5 models
In validation
Cash flow forecasting
Forecasts cash inflows and outflows under scenarios.
Corporates · Public sector · Banking · Insurance
In validation
Technical reserves
Reserve estimation with Chain Ladder and its variants.
Insurance
In development
Budget and variances
Budget construction and variance tracking.
Corporates · Public sector · Banking · Insurance
In development
Liquidity risk
Liquidity gaps and coverage indicators across horizons.
Banking · Asset and investment management
In development
ESG and climate risk for portfolios
A portfolio's exposure to ESG and climate factors, and its effect over time.
Banking · Insurance · Asset and investment management
Detect 4 models
Active
Relationships and conflicts of interest
Detects links between people, companies and transactions to identify related parties and conflicts of interest.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Active
Operational risk identification
Identifies and classifies operational risks from processes, events and incidents.
Banking · Insurance · Asset and investment management · Corporates · Public sector
In validation
Anomaly detection
Detects anomalies in data across different processes.
Banking · Insurance · Asset and investment management · Corporates · Public sector
In development
Regulatory document classification
Classifies regulations and documents by topic, obligation and validity.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Validate 2 models
Active
Insurance pricing risk
Measures whether premiums are sufficient for expected claims.
Insurance
In validation
Data quality
Validation and reconciliation rules that flag incomplete or inconsistent data.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Decide 3 models
Active
Return attribution
How much of the result comes from allocation, selection and each asset.
Banking · Insurance · Asset and investment management
Active
Alert stratification
Ranks alerts by risk level to prioritize review.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Being updated
CAMEL · counterparty limits
Allocation of investment limits to securities-market counterparties.
Banking · Insurance · Asset and investment management
Group 3 models
Active
Alert stratification
Ranks alerts by risk level to prioritize review.
Banking · Insurance · Asset and investment management · Corporates · Public sector
Active
Segmentation and classification
Segmentation methods for different purposes: clients, products, counterparties or alerts.
Banking · Insurance · Asset and investment management · Corporates · Public sector
In development
Regulatory document classification
Classifies regulations and documents by topic, obligation and validity.
Banking · Insurance · Asset and investment management · Corporates · Public sector
How a model from the inventory behaves
Move the parameters and watch the expected loss of a portfolio change. This is the difference between assuming normality and modeling fat tails: the kind of methodological decision built into Model Pool.
- VaR
- —
- Expected Shortfall
- —
- VaR per 1,000,000
- —
Illustrative parametric model with zero mean. Not investment advice.
Can't find your model?
We build it for your case, and it joins the inventory.