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For Risk Managers / CROBasel III · IFRS 17

Forecasts you can
show the regulator.

Defensible distributions — not point predictions. You can’t certify what you can’t reproduce, and a single number hides the tail you’re paid to manage. DEINO produces calibrated forecasts your board and your examiner can interrogate, with the calibration record to back them.

DistNot point
WeeklyCalibration
ExactBacktests
Basel·IFRSExaminer-ready
risk · portfolio default · 12m
stress:
0%20%40%60%80%point modelP50P95→ loss rate · tail = VaR
base scenario
P50 (median)18%
P9529%
VaR 99% (tail)34%
P(loss > 20%)4%
A point model reports one number — the dashed line. You defend the shape, stress the tail, and reproduce both.

The forecast you bring to committee · stress the scenario, then check the calibration.

§ 01The risk officer’s problem

Black-box AI cannot pass risk committee.

You’ve sat through the “AI-powered risk modeling” pitch that collapses the moment you ask what the model output eighteen months ago. You can’t certify what you can’t reproduce — so you stick with deterministic models that miss patterns, or ship probabilistic ones you can’t defend.

DEINO breaks the choice. Built by founders who ran inference infrastructure for 15+ years and a former compliance lead — the architecture matches the regulator’s mental model from the first crate.

§ 02What’s different

Built for the risk committee table.

Four properties an examiner recognizes on sight — each one a structural decision in the platform, not a report you generate after the fact.

FEATURE · 01

Distributions, not points

Every forecast is a probability distribution with explicit confidence intervals. You see what the model is uncertain about, stress the tails, and defend the shape — not just the mean.

FEATURE · 02

Versioned ontology

The four-layer GNL is versioned and append-only. The state of the world on any past date reproduces exactly. Your backtests are not approximations.

FEATURE · 03

Calibration regression weekly

The eval crate runs against historical outcomes every week. You receive calibration deltas — where over-, where under-confident — as evidence the model is maintained.

FEATURE · 04

Stress tests reproducible

Every stress test replays for the regulator: same inputs, NodeVersions, agents, outputs. Basel III and IFRS 17 examiners ask for exactly this.

§ 03Use cases for risk teams

Credit risk forecasting

Project default probabilities for portfolio counterparties. Reproduce any historical forecast. Defend the methodology to the regulator.

Market risk scenarios

Run probabilistic scenario analyses on instrument exposures. Cross-reference actor and government networks for non-obvious correlations.

Operational risk drift

Drift Alerts fire when operational risk indicators cross thresholds. Each alert ships with a manifest — the audit trail is automatic.

Regulator-facing reports

Generate Basel III / IFRS 17 / SEC AI reports from the audit ledger. Every datapoint links back to its manifest. Examiner-ready by design.

The probability distributions are what changed the conversation with our regulator. We’re no longer presenting point predictions they can’t trust — we’re presenting calibrated forecasts they can interrogate.

Head of Risk · LATAM Tier-2 Asset Manager · name confidential
§ Final

See how DEINO fits your risk stack.

Bring your CTO and your compliance officer. 45 minutes: we map your existing risk infrastructure and show where DEINO complements, where it replaces, and where it adds.