Research
Working papers on finance, technology and AI in institutional risk. None is published yet: each shows its status, and a paper appears here in full when it is.
Case study Finance In progress
A practical framework for institutional stress programmes: scenario libraries, holding-level attribution, and committee-ready evidence with full assumption lineage. Full paper in progress.
Industry analysis Tech, Finance Forthcoming
How technology concentration, vendor dependency, and control gaps surface in portfolio risk stacks, and what governance teams should monitor before they become model risk.
White paper AI, Tech In progress
Where machine learning fits in governed risk workflows: validation boundaries, reproducibility requirements, and audit evidence when models are not fully deterministic.
Brief Finance Forthcoming
Structuring liquidity runway, cash-pressure attribution, and escalation routing so oversight teams can act on stress outputs without re-building spreadsheets.
Industry analysis Finance, Tech Forthcoming
An industry-facing view of how macro regime changes propagate through factor exposures, and why static risk reports fail during transitions.
Method note Finance, AI In progress
Method note on recomputation checkpoints, assumption sensitivity, and sign-off evidence for model risk teams evaluating portfolio analytics platforms.
New papers on risk, technology and institutional decision-making, delivered when we publish. Write to us and ask to be told.
