Products
Eleven regimes. Each one readable
A product is a regulation turned into code, one rule at a time, with the clause kept beside the rule. Pick the regime you answer to. Every page says what the engine does, what it leaves to you, and how sure we are of each claim.
Catalogue
By the work you need done
Grouped by what the regulation is for. A product has the same shape wherever it sits, so what you learn from one page carries to the next.
Market risk and margin
Capital and margin for trading books and uncleared derivatives.
Insurance and reinsurance
Reserves, scenarios and solvency capital for insurers and groups.
Investor disclosure
Risk indicators and scenarios for retail investment products.
Environment and mobility
Air quality permits and vehicle emissions approval.
Cryptographic assurance
Entropy evidence and the migration to post-quantum cryptography.
Compare
The same questions, asked of each
The assurance columns count the statements we make about each engine, by how strongly each is backed. A proved statement has a machine-checked proof. A certified one has an output matched to a published oracle. A tested one passes the suite, which is the weakest of the three and is labelled so.
| Regime | Set by | Version | Statements | Calculation page |
|---|---|---|---|---|
| SIMM Market risk and margin | ISDA, BCBS | 4.4 | 6 proved, 1 certified, 11 tested | Open SIMM calculation page |
| FRTB-SA Market risk and margin | BCBS, EU | 5.1 | 0 proved, 1 certified, 5 tested | Open FRTB-SA calculation page |
| SA-CVA Market risk and margin | BCBS | 2.7 | 4 proved, 1 certified, 12 tested | Open SA-CVA calculation page |
| Reserving and ESG Insurance and reinsurance | EIOPA, EU | 3.9 | 8 proved, 0 certified, 30 tested | Open Reserving and ESG calculation page |
| Solvency II Insurance and reinsurance | EU, EIOPA | 6.0 | 1 proved, 1 certified, 3 tested | Open Solvency II calculation page |
| ICS Insurance and reinsurance | IAIS | 2.0 | 6 proved, 1 certified, 13 tested | Open ICS calculation page |
| PRIIPs Investor disclosure | EU | 3.2 | 1 proved, 0 certified, 2 tested | Open PRIIPs calculation page |
| AERMOD Environment and mobility | US EPA | 2.5 | 5 proved, 1 certified, 16 tested | Open AERMOD calculation page |
| WLTP Environment and mobility | UNECE, EU | 1.7 | 2 proved, 0 certified, 8 tested | Open WLTP calculation page |
| Entropy validation Cryptographic assurance | NIST | 2.1 | 2 proved, 0 certified, 5 tested | Open Entropy validation calculation page |
| PQC Cryptographic assurance | NIST, EU | 1.4 | 3 proved, 1 certified, 6 tested | Open PQC calculation page |