Risk Engine
2026-06-30Executive Overview
CENARYX platform overview

Market Risk. Validation. Transparency.

Audit-ready analytics for VaR, Expected Shortfall, sensitivities, stress testing, validation evidence and executive reporting.

49+Validated Instruments
9Instrument Validation Packs
12+Validated Models
114+Data Quality Rules
3,500+Automated Tests

Platform coverage as of July 2026 · continuously expanded through automated validation and regression testing

01Core Platform Capabilities

Market Risk

  • VaR
  • Expected Shortfall
  • Sensitivities
  • Risk Aggregation

Stress Testing

  • Macro Scenarios
  • Multi-Set Stress Testing
  • EBA Scenarios
  • Proxy Shock Handling

Validation

  • Instrument Validation
  • Model Validation
  • Evidence Packs
  • Benchmark Comparison

Controls & Audit

  • Rule Framework
  • Coverage Analysis
  • Audit & Change History
  • Findings Management
02What Makes It Different

Risk teams often lose time reconciling disconnected engines, spreadsheets, validation packs, DQ checks and report production.

CENARYX connects the daily risk workflow from calculation to evidence:

  • Traceable VaR, ES, sensitivity and aggregation outputs
  • Evidence-based instrument and model validation
  • Integrated data quality controls before reporting
  • Macro and regulatory-style stress testing
  • Interactive dashboards, audit history and professional PDF reports
cenaryx.eu Market Risk. Validation. Transparency. © 2026 CENARYX

Risk Engine · Validation · Reporting

2026-06-30Detail Sheet
03

Daily risk workflow

1. Data Market data, positions, scenarios
2. Calculate VaR, ES, sensis, stress
3. Control DQ checks, coverage, validation
4. Report Dashboards, audit evidence, PDFs

From calculation to board-ready pack

Market Data Risk Engine Validation Reports
VaR 9912.9m250d historical
ES 97.518.4mBasel set
DQ Rules114+pre-report checks
Tests3,500+automated evidence
ControlResultStatus
Instrument coverage49 validated instrumentsReady
Model validation12 validated modelsReady
Stress packMacro + EBA scenariosReady
Report outputDashboard + PDF evidenceReady
04

Validation evidence

  • Instrument validation packs with benchmark comparison
  • Model validation center for assumptions, tests and results
  • Traceable pass/fail evidence for audit and review
  • Field-level change history for business and configuration data
05

Data quality controls

  • Rule-based quality checks before reports are trusted
  • Findings management for missing, stale or inconsistent inputs
  • Coverage analytics for SBA metadata, maturities and mappings
  • Transparent rule inventory instead of hidden spreadsheet controls
06

Professional reporting

  • Executive report pages with consistent risk narrative
  • Interactive dashboards for drill-down and explanation
  • PDF packs for governance, committees and audit trails
  • Reusable visual language across validation and market risk
07

Designed for adoption

  • Independent modules for risk, validation, DQ and reporting
  • API-first integration with existing data and workflow services
  • Transparent calculations and controls for model-risk review
  • Built for risk teams, treasury, validation and senior stakeholders