Prudential engineering

Capital & liquidity

Data pipelines and controls that respect eligibility hierarchies, collateral schedules, and Basel-class expectations — not influencer dashboards.

Signals committees can trust

Risk tooling must survive challenge from internal audit and supervisors.

Eligible capital & liquidity hierarchies

Structures that mirror regulatory classifications — not flattened aggregates that hide composition risk.

Stress & scenario hooks

Injection points so macro desks and ALCO can apply coherent shocks across portfolios.

Collateral & haircut discipline

Schedules and workflows aligned with credit risk functions — not spreadsheet folklore.

Evidence for ICAAP/ILAAP narratives

Exports linking models, assumptions, and approvals suitable for board packs.

Expectations

Institutions buy defensibility — not animations.

  • Model inventory compatibility where quantitative teams own assumptions
  • Segregation between risk production and trading desks
  • Independent validation pathways documented from day one
  • Audit trails for limit breaches and management overrides

Enterprise risk programmes

Coderic participates where risk technology is budgeted as core banking infrastructure.