Analytical Tools for EU Financial Institutions

Regulatory Capital Modelling.
Financial NLP.

Solumetriq delivers regulatory capital modelling tools and NLP-driven surveillance frameworks to financial institutions navigating evolving requirements, manual backlogs, and cross-regional exposure complexity.

Services

Two categories of technical output.

01 —

Regulatory Capital & Modelling Tools

Quantitative tools for calculating and stress-testing capital requirements on securitisation and structured finance exposures, adapted to EU regulatory frameworks.

  • Capital requirement calculators for securitisation exposures
  • Cash flow waterfall models with multi-scenario stress analysis for ABS/RMBS
  • Sensitivity-based calculators for exposure and capital factor analysis
  • Supervisory reporting templates and documentation support
02 —

Financial NLP Surveillance

Natural language processing pipelines applied to financial disclosure, enabling automated risk signal extraction and integrated performance monitoring.

  • Sentiment and risk-language extraction from financial disclosures
  • Integrated frameworks combining numeric performance data with textual disclosure signals
  • Automated surveillance of issuer and servicer communications
  • Early warning systems for portfolio monitoring workflows

Tools are delivered as analytical software with documentation. They do not constitute regulated advice or compliance determinations under the Wft or MiFID II.

Approach

Domain expertise encoded into reusable analytical infrastructure.

Tools are grounded in hands-on structured finance experience across multiple regulatory environments and asset classes, translated into practical frameworks.

01

Understand the exposure

Requirements scoping covers asset class, regulatory jurisdiction, transaction structure, and the specific analytical gap to be addressed.

02

Build the tool

Models and pipelines are developed in Excel/VBA and Python, calibrated to the defined scope and testable against known outputs.

03

Deliver and hand over

Outputs are structured for independent use: methodology documented, parameter assumptions stated explicitly, no proprietary black boxes.

Operating Context

The problems this practice addresses.

Financial institutions in the CRR3 era face increasing analytical complexity across capital frameworks, surveillance workflows, and cross-regional exposures.

Capital Requirements
Evolving securitisation capital frameworks — CRR3, FRTB-SA, STS criteria — require calculation tools that reflect current regulatory specifications.
Surveillance Efficiency
NLP pipelines automate routine extraction from servicer reports and issuer disclosures, covering scope that manual review handles sequentially.
Cross-Regional Complexity
Transactions spanning multiple jurisdictions require analysis that bridges regulatory frameworks and market conventions across regions.
Methodology Transparency
Deliverables include explicit assumption logs, parameter documentation, and validation templates — built for independent review from the outset.

Contact

Discuss your requirements.

Engagements start with a short conversation to assess fit and scope. Please describe the analytical challenge — if Solumetriq is the right match, we can discuss further.

Location Netherlands (EU)
Email info@solumetriq.com
Web www.solumetriq.com