Institutions · Financial Institutions

For banks running wholesale, counterparty, and portfolio credit at scale.

Forward looking credit intelligence across the first, second, and third lines of defense.

A new credit operating layer

Banks have been chasing two things in parallel. Better credit signals from the data vendors, and AI productivity from the new wave of startups. Neither has solved the real problem on its own. AIR is the first platform built from the ground up to do both at institutional standard.

Credit machine learning at the core

Twenty years of financials, market data, and credit events. A statistical risk engine recalibrated daily. Defensible by design and built to clear model risk.

An AI layer that meets analysts where they work

Credit Agent for natural language queries. Auto generated memos in your house template. Conversational scenarios. Every output cited and traceable.

Institutional governance built in

SR 11-7 aligned. Full model documentation. Backtest reports. No customer data used for training. Single tenant deployment available.

Workflows accelerated

Counterparty credit risk

Continuous, forward looking views on every bilateral and cleared counterparty. Daily refreshed scores, signal driven watchlists, and exposure level drilldowns embedded into your existing risk platform.

Loan and bond surveillance

Real time monitoring of every name in your loan and bond book. AIR flags deterioration months before traditional refresh cycles, with cited explanations on every signal.

Portfolio monitoring

A single forward looking view across every position you hold. Aggregated by sector, geography, rating, and any custom slice your team needs.

Concentration and limit management

Dynamic concentration views that update with the credit signals underneath them. Limits that respond to real risk, not just static buckets.

Early warning signals

Ranked watchlists, not static reports. Attention follows the names with the most material movement, attributed to the underlying drivers in the model.

Forward looking financial projections

Base and downside financials generated on demand or across full portfolios. A seven year horizon with sector specific scenario assumptions you control.

Scenario and stress testing

Conversational scenario analysis grounded in the projection engine. Run macro shocks, sector stress, or custom assumptions in seconds, not weeks.

Internal ratings simulation

Your own internal C&I model, simulated forward on AIR projected financials. Get your house grade as a direct output, ready for credit committee.

ECL and IFRS 9 / CECL alignment

Forward looking PDs and signals that drop into existing expected credit loss workflows. Aligned with IFRS 9 and CECL methodology, ready for accounting and audit review.