Protocol-native risk intelligence running 25 algorithms every 30 seconds across 11 corridors. Closed-loop admission control, real-time counterparty scoring, systemic risk monitoring, and CPMI-IOSCO PFMI compliance — enforced at the protocol level, not advisory.
← Back to ProductsTraditional settlement systems apply risk checks after the fact. RiskNet inverts this model: every obligation passes through closed-loop admission control before entering a netting window. Exposure limits, counterparty credit assessments, and systemic risk scores are computed continuously and enforced at the protocol level.
Composite CRS, Historical VaR (95%/99%), Expected Shortfall (CVaR 97.5%), Wrong-Way Risk (BCBS 261), Peer Benchmarking, and Admission Advisory with 4-band decisions.
CRI composite, HHI concentration index, compression volatility tracking, Bayesian settlement failure probability, and Z-score statistical anomaly detection.
DebtRank/SRI, Multiplex DebtRank (11 layers), netting efficiency, Shannon entropy, K-Shell decomposition, graph centrality (5 metrics), critical node detection, temporal analysis, and Cover-2/3/Reverse stress tests.
BCBS 248 intraday liquidity measurements, Early Warning Score, and EWMA predictive scoring. CPMI-IOSCO PFMI Principles 4, 7, and 15 monitored in real time.
FULL_ADMIT, REDUCED, HOLD, or REJECT — enforced before obligations enter the netting engine. 71 admission decisions active, including 2 rejections and 15 holds.
40+ authenticated, rate-limited, audit-logged endpoints. API key authentication with RBAC (ADMIN, PARTICIPANT, OBSERVER, REGULATOR). WebSocket feed for real-time updates.
RiskNet reads live data from both the FSC-VM chain (on-chain precompiles) and the Settlement API, ingesting into TimescaleDB for continuous analysis across all 11 corridors.
FX rate feeds from AFXO enable real-time cross-currency exposure calculation. Mark-to-market positions update with every oracle price tick.