These case studies show how cipris leverages AI-first assessment & advisory to close control gaps, drive model risk governance, and help institutions make better, faster strategic decisions(*).
What the client needed:
A global investment bank required a systematic diagnostic review of pricing, risk, algo-trading, and research models to identify control gaps and accelerate improvement.
What we did:
We performed an assessment across the full model lifecycle—data inputs, code quality, methodological soundness, testing frameworks and governance controls—covering over 2,500 models. Delivered a prioritized improvement roadmap to enable faster remediation.
What the client gained:
What the client needed:
A FinTech firm needed thorough validation of pricing models under stress, sensitivity, and edge-cases to ensure reliability under diverse market scenarios.
What we did:
Built an extensive testing framework including replication tests, sensitivity, convergence, outlier detection and stress testing; integrated scenario-based validation across all relevant models.
What the client gained:
What the client needed:
A global bank’s ALM committee needed more sophisticated, forward-looking analysis to guide hedging and balance sheet strategy under changing interest-rate environments.
What we did:
Delivered scenario analysis for IRRBB / EVE / EaR sensitivities; parameterized strategies for new business, prepayments, cash-flow modeling, correlation; provided decision support dashboards for senior ALM ExCo.
What the client gained:
Client Impact: Established comprehensive enterprise model risk framework enabling strategic-level model risk management. Shaped firm's approach to model risk governance while facilitating informed executive decisions through clear quantitative insights and impact analyses.
What the client needed:
A global bank sought an enterprise tool to catalog all models, assess their risk ratings, and present model risk insights to senior leadership.
What we did:
Designed and deployed a model inventory and risk rating framework scoping all models across trading, pricing, research etc.; established governance workflows and quantitative impact analysis for executive level oversight.
What the client gained:
(*) Some results are based on the founder's extensive experience at top-tier financial institutions.
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